J.W.
Dad is right. The best thing you can do is make yourself less of a target than your neighbors. People up to no good will always take the path of least resistance.
If your home is well lit and your neighbor's is not they will go after your neighbor. Same for dogs, alarms, any security measure. Heck even the alarm stickers without an alarm will cause them to pass you by.
Before you called the insurance company you should have had your kids "accidentally" smash the window with a skateboard from the inside, then it would have been covered. :p
So far as the car goes that is the risk you take when you only have liability insurance. You may want to switch to better coverage in the future.