If an alarm system is not in your budget, investing in good lighting outside your home is an easy way to add security.
The first step you can take is to purchase and install motion sensor lights. You can set these lights up outside of your house to turn on at certain times during the day or night. You can also set them up to turn on when they sense any type of motion walking near your house or across your lawn.
Anybody taking a stroll through your yard that isn't supposed to be there will most likely be scared when flood lights revile who they are. You can even set the detectors so they won't go off when an animal crosses by them.