Maybe it varies by the area but around here pretty much all of them are either through kicked in door or they bust out a window. If they come through an unlocked door usually the next words out of there mouths are "the only thing that's missing is my flat screen from rent-a-center I'm four payments behind on."
My main security is my South African Mastiff. I'm thinking of getting a security system as well. My house came with big french doors in the back so if someone wants in they will get it.