As the economy gets worse, criminals seem to get more brazen. Our DD had the side window of her car kicked in and her dash ripped apart to get her stereo - 50 feet from her bedroom window. The guy did 11 other cars that same night and he and a buddy did 77 more over a period of 3 weeks. They caught him and recovered the stereo but he was never prosecuted. As long as our legal justice system allows these folks to stay on the streets, we all remain at risk.
In your situation, I'd consider some kind of an alarm system that would at least wake you up. I cannot imagine dogs sleeping through such a event. It is one of the reasons that we have our dogs. At the slightest noise out of the ordinary, they are up. Another solution might be a motion sense light. They sell them for RVs. IMHO, you are much better served with things that will attempt to frighten the bad guys away. If you can get awake, all you need is a boat horn (the kind that fit on the top of a can of air) beside your bed. I swear those horns will wake the dead. You could definitely hear one at some distance through an open window. X-10 makes some neat (and fairly inexpensive) light controls that you could rig to an outside electric outlet). You get a small remote control to put by your bed that could be used to activate the light.
2000 Georgie Boy Landau 36' DP
2005 Saturn Vue toad