BostonDiner's tips are great, so definitely follow those.
Make sure your mail is not being put through a mail slot that a burglar could look through and see that your mail is piling up. That's how my flat was robbed. I lived in a tenament in Edinburgh, and I remember sitting at home during the day and hearing my mail slot being opened randomly, but nothing coming through it. I thought it was odd, and once we were robbed, I realised why they were doing it - piled up mail is a sign you're away. The Post Office can hold it for you, and you can pick it up from a sorting office when you return. My in-laws were robbed through their mail slot when they were home, so don't leave anything valuable anywhere near a mail slot ever. Apparently, the burglars used a pole with a hook on it to get their keys off the table next to the door, and stole their car that way. Luckily, they didn't use the house key to break in, but they easily could have.
Even if you're only renting, make sure you have a good lock and your door can't be kicked in easily. It's worth it to pay out of your own pocket for a good lock. We didn't have one, unfortunately, and came home to a kicked in door. Our letting agent replaced it, and within a month of us moving out, the flat was robbed AGAIN, so don't trust that what they claim is a good lock is going to keep a burglar out.
Also, hide your valuable items REALLY well. Don't just put a laptop under a pillow on your bed or jewellery in a drawer under clothes (I made those mistakes). Think of the most hidden place possible, and put things there. Hiding jewellery in the kitchen cupboards in a cereal box is better than in a sock drawer, because bedroom drawers are the first place they look. The people who robbed me dumped out all of my drawers onto my bed, but they didn't even go into the kitchen. Something else that is a strange tip, but does work... if you have a cable cord on your TV (the kind that screws in), tighten it as tightly as possible, to the point where it would be impossible to get it off without a wrench or pliers. Not being able to just quickly rip out the TV cables and running off keeps a robber from just grabbing your TV. Anything that takes effort to steal, they'll leave.
I hope that helps.