Boy, this could get long...
The original question was about a burglary attempt and thoughts on alarms, etc. , so I'll start there.
This is how a monitored alarm system functions where I am: The alarm is triggered, for whatever reason. The alarm signal is sent to the monitoring company and is answered in turn (1 min). First, the alarm company phones the residence to ask the homeowner if the alarm is real or false (1 min). Assuming there is no answer, the alarm company phones the Police Department and speaks to the call taker, passing on the pertinent information (2 mins). The call taker passes the information on to the dispatcher by CAD (1 min). Because it's an alarm and not a breaking in progress call from a distressed homeowner, it is placed at the bottom of "the stack" behind all previous 911 calls. When it comes to the top of the stack,
and two cars are available, it is dispatched (12 mins). The Police respond from wherever they happen to be in the District "routine response" (15 minutes on a good night). Thirty two minutes have passed since the alarm was triggered. I'm not knocking the Police or the alarm companies, that's just how it works. In thirty-two minutes, the burglar has robbed, raped, pillaged and is on his way. The monitored alarm is typically not very successful and the Police don't take them overly seriously because 90+% of monitored alarm calls are false alarms. A call for help from a panicked homeowner is a completely different story and the Police will be there, ready to rock.
So what works? Well, there are a few things criminals hate, mainly light and noise. Motion detector lights are good and they're cheap. Wire a couple of motions to the corners of your house with powerful spots to flood your backyard. Also, put your front porch light on motion. Next, be sure that there are no hiding spots on your property. Clean up any junk you have in your yard, and trim your bushes and trees and stuff from in front of your windows and doors, so that a criminal can't hide while trying to jimmy his way in, or worse, waiting for you to get home.
Next, install good deadbolt locks. Any lock can be breached, but make it as difficult, time consuming and noisy as you can and you'll deter most bad guys. Remember that if your doors have glass or there is a window within arm's reach of the door, you'll need to install double cylinder deadbolts. Otherwise, the guy can punch out one pane of glass, reach in and turn the lock. As important as installing good locks is actually locking them. You'd be surprised how many people leave their doors, windows and cars unlocked. Duh.
As an aside, while we're talking about cars, don't leave your car anywhere outside with a garage door opener in it, especially in plain sight, like the sunvisor. If I get the garage door opener and push the button, I'm in the garage and out of sight where I can work. Get a keychain remote and keep it with you.
Now, if you want to install an alarm, get a self contained unit with multiple sirens from Hell. Wire up all basement and first floor doors and windows and any other window that can be reached by climbing. Learn to use the alarm correctly so you never set it off by accident. That way when it does go off, your neighbors will look to see what the Hell that noise is and call for help.
Also, as Vouvoune said, you can get ADT alarm signs and window decals from ebay. While the monitored alarms are not terribly effective, the signs are. Given the choice between a house with a sign and one without, the bad guy will typically choose the house without.
A barking dog will deter criminals as well, regardless of their size. Another cool trick, whether you have a dog or not, is to get a giant dog house, some giant dog bowls and a giant dog chain for your yard. Tie the dog chain to a tree and leave it on the ground. Let the burglar try to figure out where that big son-of-a-******************** is.
There's lots of other stuff, but that should get you started. It's all about layers of protection. If you make them jump through enough hoops, they'll go elsewhere.
About the guns...
I hate to say it, but CJ is dead wrong about a .22 bouncing and around causing damage. It's not a good choice for home protection. The .22 is small and travels fast. When it hits the body, it travels right through and doesn't do a whole lot of damage. Assassins like them, but that's because they're very quiet and the assassin is taking a headshot from a protected position, in an environment that he controls. Making that shot after being startled out of sleep in the middle of the night...well, that ain't gonna happen. You don't have to get fancy with home protection. Any .38, .357, 9mm .40 loaded with hollowpoints will do. Be sure that you and every other adult in the house knows
exactly how to use it, and under stressful circumstances. For God's sake keep it out of the reach of children, yours and everyone else's. The key with a handgun is practice, practice, practice.
Here's a tip on shooting people.

They do not go down like on TV. They do not fly across the room and crash into walls and stuff. They stay up and keep right on coming. I don't care what you're shooting them with. Even people who are obviously mortally wounded will continue to come and will do a whole lot of damage before they finally expire. There are two ways to deal with this, and they are not mutually exclusive.
1) Your best chance to instantly stop someone is not a center mass shot or a headshot (that you won't make). Your best chance is an abdomen shot. First, it will evacuate the attackers lungs quicker than a center mass hit will, like being punched in the gut. Second, the body's natural reaction is to double over, which will stop forward progress. Third, it is so excruciatingly painful that only the most determined attacker can continue much farther.
2) Keep firing until the threat is neutralized. By that I mean, don't fire once and think it's over; it's not. Keep firing until the threat goes down and doesn't get up.
Hope I helped.