I figure it this way... I can live my life in one of two ways... I can get the home security system with the monitoring for only $19.99/month, put extra deadbolts on my doors, bars in all of the windows so they can't be pried open, put an alarm in my car, and put all of our jewelery in a safe deposit box. I can live with false alarms, kids and dogs setting the things off, bacon under the broiler bringing the fire department to my front door, and having my car keyed because the GD alarm won't quit, AND have broken glass to replace along with my stereo and cd's.
I can leave my house fairly well locked, but if my front door is unlocked its no big deal. If a theif wants into my house, believe me, he will get in. There is very little I can do to stop him. The choice becomes, "Do I want to live my life in fear, and replace the broken windows?" or "Do I want to still have my house get broken into anyway, but not have to replace broken doorjambs, windows, or as you suggested, siding and drywall?"
I was at a convention for the credit collection industry, and stopped at a vendor's booth. We entered my wife's first and last name into their database query, and here's what it pulled up: Everywhere we have lived for the past 15 years. Her SSN (Social Security Number) My SSN Our Parent's SSN's Our Neighbor's SSN's for the past 15 years All of our driver's license numbers...
After I saw that, I decided "if someone really wants to take something from you, they are going to get it, and there isn't much you can do about it." The worry isn't worth it. Just have some good insurance, and know that stuff is only stuff.