Not that I advocate violence in the least, but a good field of fire would deter many. I keep this in mind, though I no longer have guns (well, an air rifle maybe). They don't know this. My shop also has no windows, and has steel doors. My hearing remains acute...and the shop's not far from the digs. A dog is a good friend too...Which is precisely why my shop has no windows.
About all you can do is make it less attractive to thieves. Well lit, at least somewhat difficult to break into, don't advertise the contents. Unless they know you have something they REALLY want, at least some of them will move on to easier pickings.
As I've said before, most of my neighbors and certainly the sketchy ones, know that lump under my shirt ain't my cell phone.