I've only been robbed once so far, much in the style of DemonDelight's post. They smashed the window on the passenger's seat of my car and stole an old rain coat (WTF?), a small sporting bag that contained a hairbrush, a hairdryer, a deodorant and my agenda. Yeah, they really hit the jackpot there LOL. While none of the items were really important to me, my agenda did contain my address, contacts and appointments. The thought that this thug would pay me a visit at home was no bother because at that time I lived in a house over a shop which was virtually a maze. If you didn't know your way around you'd have a hard time finding the entrance. Did I feel violated? For about half an hour yes and then it just turned into annoyance, I drove home and called the garage to get my window fixed. We all have our own ways of dealing with things.
I think a house burglary would be a bit different though, but things that have been suggested before would certainly be helpful. Clean all your stuff, do a mental or even physical ritual that removes all unwanted presences from your home. Whatever makes you feel like you've driven 'the filth' out of your house.
A dog is a good idea, but I would not recommend a sheperd type of dog as they need a lot of training, an experienced boss and quite a bit of attention. I personally have an American Stafford (pitbull) currently. Provided you get them from a good breeder and give them a decent puppy training, you'll have a sweet dog that doesn't require too much time and that looks VERY deterring to most people.
Or you could hang up one of those signs featuring a pitbull, pretending you have one. Most burglars will avoid a house with a dog at all cost.