A guy I worked for up in Michigan had a very interesting way of keeping his stuff safe: an alarm system.

It would go off if you entered the place and didn't hit the right numbers on the keypad within about 30 seconds.
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OH, did I mention that the alarm tripped a 200 watt siren and two of those old-school alarm bells? ALL of three of these were INSIDE! I set it off by accident once and the noise was actually PAINFUL. So loud, you could hear it several hundred feet away.... and way worse inside.

Nothing is foolproof, but I KNEW it was there... imagine some kid that doesn't realize what he's in for!