What a traumatic event! You were lucky--things could have ended so much worse than they did!
Living in Tucson, we have more than our share of crime--it might be due to our proximity to the border, but I am not sure about that. We moved here from Maine where you could leave your door unlocked, so coming here and dealing with the crime was a bit of a shock.
We have an alarm system now, and we use it whenever we leave the house--even for a few minutes. It has given me peace of mind. I know that the police will be notified immediately if something trips it off. We keep the girls (Edie, our Yorkie, and Breezy, our Westie) in a part of the house where the motion detectors cannot "see" them--we use a baby gate. But if anyone breaks a door or window, the alarm will go off. If they are somehow able to get inside, the motion detector would set off the alarm.
The dogs will set off the alarm by playing and chasing each other if they are allowed to run free through the house....I know because it has happened!