Having had mine broken into twice last year, I’ve sort of come up with a solution.
First time, the door wasnt very secure, so they did a bit of forcing, and it popped up.
So I fitted a hasp and staple, and a big padlock, so it would be pretty difficult, and noisy to get in.
Second time they saw the door was secure, so pulled out the 1m x.3m window (yes, a pretty small window), took the bike apart, and got it through the window.
After this, I screwed wood battens to the inside of the window frame, so it looks like a prison window, and fitted a battery powered alarm, which was provided by the Police for free.
I was sceptical that such a small alarm would be any good, but it is very noisy, and would certainly wake me up if it went off.
This is the alarm here:
http://www.ultrasecuredirect.com/acatalog/Battery_Powered__Keypad_Control_Shed_Garage_Alarm.html
Dead easy to set and disarm.
The Police said if they were determined, they would get in one way or another, down the road from me, they levered up the roof panels to get in. So a show of security on the outside to deter casual thieves, and the alarm inside to deter anyone who wants to get in.
HTH
Alan.