If you're concerned about home security, you may want to consider the strength of your entryways. You'll always want to keep your windows closed and locked, especially at night, but criminals are often spotted when hunting around the windows.
Instead of being caught due to clear lurking behavior, the savvy thief will go straight for your front door, especially if the lock is fairly simple to break. Many homes only come with spring latch or slip bolt locks. They're easy to install and inexpensive, but they're incredibly vulnerable. They can often be tripped open without needing the key, or can actually simply be smashed through with a wrench or hammer.
If you have a spring latch lock, you can try to enforce it with a protective plate of metal, but that probably won't have you sleeping easier. If you can afford it, do a little bit of research and install a high security door and lock for your home.
The locks you find ready for installation at the local hardware store are often graded based on two systems of standards, the Builders Hardware Manufacturers Association and the American National Standards Institute. Grade One means it is basically functional, Grade Three means it is of the highest quality, functionality and mechanical integrity. The BHMA actually has a website where you can check out the ratings of different locks, so that would be a good place to start your research.
Otherwise, look for added features that reinforce your door's security. Locks that include a strike plate with extra-long metal screws can help protect the door from forced entry, and you can often add these afterwards to a wide range of locks. You might also consider a doorjamb reinforcement kit. You can buy one to add to any doorjamb, and it will reinforce the edge of the door, the strike and the hinges, which are the three key points burglars will hit to try and force their way inside. A quality doorjamb reinforcement kit should be made of galvanized steel and come with 3.5-inch screws.
With those additions in place, your next installation should be a deadbolt. Every deadbolt lock works by bolting the door more solidly into its frame. It can only be moved with a key on the outside and a knob on the inside, and can't be forced open with anything else. Any reasonable deadbolt lock should extend a full inch into the door's frame. The one weakness is that most horizontal deadbolt locks can be disengaged by literally prying the door from the jamb. You can get around this by using a vertical deadbolt, which helps the lock resist forced separation from the jamb. This deadbolt locks into a set of metal rings attached to the doorframe. If you have glass panes in your door, consider a double-cylinder deadbolt, which requires a key to unlock from either side. That way an intruder can't get in simply by smashing the glass and reaching through to unlock. Of course, if you misplace the key in an emergency situation, this could be rather dangerous.
If none of these traditional options fit the bill for your needs, consider some high-tech locks that work by number pad or fingerprint. You can also seriously increase your home security by pairing one of those with a steel door instead of a wood one. Your best bet may be to find a locksmith in your neighborhood who can assess your current home security situation and offer some recommendations.