If you're going against an all-out ram-raid, get some shutters, surround your house with concrete bollards, get solid steel doors with secure and recessed locks (Google "K tool"), and rock yourself to sleep in the basement at night. I don't think that's you, but I just had to put in the answer. :)
The rules of security in the server room are very similar to the rules of security at home. First, there's the cost / benefit trade-off, and that's often a tight ratio in the home market. Additionally, cost is more than just the price. For example, windows are a weak point in building security. That can be countered by placing steel roller doors over the windows. Even if they're cheap, they're still damn ugly and may pose a fire hazard trade-off since you can't get out of your house when they're closed.
So, the question is what you're trying to defend against. This is a great way to get comfy with the idea of "Threat modeling." For surreptitious entry, use detection rather than access control. Upload a picture to a remote site whenever motion is detected. It's cheaper and can be used to try and track down the thief.
Your goal after that is also to slow them down a lot. If you can bolt / lock / fill with concrete anything enough to make it take 10 minutes from the time you're notified until the time where somebody could reasonably run away with it, you'll probably get to keep it. Drive a few screws with an unusual head through your computer case and into the platform (wood?) below it. If your desk is designed at all like mine, the computer sits in a box that's part of the desk structure. Slap a lock on it. Even those simple security cables for laptops will help and most desktop chassis now are compatible with them (Kensington lock slot).
Where we often want to keep people out for a long time / completely in the IT / Industrial world, your home is mostly about delay, delay, delay. To that effect, most American residential locks are crap and I've lived in some places where I can pick the front door as fast as I can put the real key into it. If you're looking for good locks, the folks from Security Snobs have vendor booths at DEFCON and some other events and have positively intimidating looking locks. Alternately, just get any lock that costs at least $25 and isn't made with buttons.
Finally, just lock your windows. If you've ever locked yourself out of your own home, it's the first thing you look at to get in. You're not the only one to think that. Like SQL injection, it is still a top weakness.
