As a police officer and crime scene technician I can also give you a few tips...
1) Record serial numbers, what I do is take a picture of an item (ipod, camera, etc) then print it out and write the serial # on the back. Serial #s help a lot in potential recovery and then conviction of offenders
2) If you come home and find this has happened to you do not search your house, exit your home and call the police. You can not be certain the bad guy is not inside still so let the police search your residence.
3) Get a safety deposit box and use it! Items in an at home safe are not necessarily safe from being taken, bad guys will carry it out if they have the time
4) What we usually see is the offenders taking a pillow case usually from the victim residence and filling it up with easy to sell items, your local police dept more than likely checks on a regular basis with local pawn shops to make sure items that were reported missing in a residential burglary are not at the pawn shop
5) If you go out of town let your neighbors know and leave lights on timers!
Ok I will stop now but hope that helps a little