Make sure you have strong doors. Outside doors should be metal or solid hardwood, and at least 1 3/4 inches thick. Frames must be made of equally strong material, and each door must fit its frame securely. Even the most efficient lock, if it is placed in a weak door, will not keep out a determined burglar.
A peephole or a wide-angle viewer in the door is safer for identifying visitors than a door chain.
Sliding glass doors present a special problem because they are easy to open, but you have these doors, you can find special locks for them. A broomstick in the door channel can also help, but cannot be depended on.
Deadbolt locks are best. They usually are locked with a key from the outside and a thumb turn on the inside. The cylinder (where the key is inserted) should be pick-resistant. Ask your hardware dealer for a reputable brand or buy your locks from a locksmith.
Key locks are available for all types of windows. Double-hung windows can be secured simply by "pinning" the upper and lower frames together with a nail, which can be removed from the inside.
For windows at street level or on fire escapes, consider installing metal accordion gates.