I used to work with a locksmith who could get into most houses in seconds, albeit causing damage to the door/window. It can be done with minimal damage, but it takes time There are various techniques such as snapping or bumping a lock, but these generally involve "going equipped". Most burglars don't like doing this if they can avoid it as if found loitering with a pocket full of tools in the wee small hours the police have due cause to arrest them.
All you can really do is either deter them or slow them down. Deterrent methods such as CCTV or security lights are usually enough to deter most; security lights work if you are seen to react to them. I know of a guy that had his inside porch light on a 30 second delay after the outside security light came on.
Slow them down using deadlocks, bolts (doors & windows), frame bolts, window blinds, shutters, high fences, locked gates etc. Also remember, if your house is done up like Fort Knox but your garden shed is stuffed with tools and only protected by a Cat 5 lock you are giving the burglar the means to break into your house without having to go equipped.
