YES!! You want one of these: http://www.klaxonsignals.com/productDetails.asp?productID=53&categoryID=50
Makes a 'right bloody row' ™ two of them would be mental, but at over £250 a time they're not exactly cheap. How about an electric fence? crushed glass/tar?
Is the attempt to get in through a window/door? wire mesh on the window? razor-wire? (not really appropriate if you've got animals/children i'd have thought though)
Strobe lighting works incredibly well by all account, quite the disorienting effect. I would say couple it with a siren, but you never know whether dodgy ravers will break in on purpose.
Hope you get it sorted out bud.
jt