Oh my God, thank God you and your family are ok!
Yes definetely get an alarm system, I did when I found a stranger looking through our windows and it made us feel a lot safer.
I'm suprised your dogs didn't bark with someone in the house.
Theres a great show called It Takes a Thief where 2 former thives give tips on protecting your home.
Discovery Channel :: It Takes a Thief
An Oprah did a show on keeping your home safe from burglers and has a lot of tips too
Home Security Safety Tips
Hope it helps in some way. You stay safe too hon.