The last park we were in distributed a flyer to their monthly residents that indicated that there were a series of break-ins to the storage sheds they provide on site. The third night we were there, I heard an odd noise at about 03:00 or so. Went to look around and found the door to the shed on our site wide open. It was firmly latched but not locked as we had nothing in it, so I know someone intentionally opened it. I figure they either realized the sound might have attracted attention or they heard me coming, because they made no effort to close it at all.
For those worried about alarms going off all day - most of them have a timer setting that will turn off the siren after x minutes. Before you go cutting someones wires (property damage you would be legally liable for) or disconnecting their power, give it a few minutes. Keep in mind that their alarm may have just saved you from a bad experience.
I recommend a good alarm with contacts on outside-leading doors and windows, changing any CH751's and R001's, and keeping doors and windows locked. Motion-detecting lighting isn't a bad idea either.
You want the alarm loud enough to wake the dead.
Realistically, all you need to do is make yours take longer to break into/get something from than the next guy.
First - criminals generally fear being seen. Motion detecting lighting makes that likelihood go way up. A flashing light, or one that comes on that wasn't there before, will attract more attention. Our trailer is equipped with subdued blue LED's that aim down on the underside to light the steps. It means that anyone around the trailer will cast a silhouette to anyone looking - a sure way to be seen. Most criminals don't like that.
Second - criminals fear time. Times means the likelihood of being seen/caught goes up. Anything that makes them have to spend time is a deterrent. Keep your doors and windows locked - a locked door will take a lot more time to open. What if they have the common keys to try? If you change your locks to something not common, the time required goes up again. They will move on to the next one.
Third - criminals fear anything that draws attention. An alarm system that's loud enough to wake the dead will draw a lot of attention and the odds are they will leave with extreme speed.
I look at these things as doing my part to save them from themselves. As a firearms instructor, I'm trained and well equipped to defend myself and my family. If the above have not deterred them and they keep trying to enter, I know they haven't come to deliver presents or shine our shoes and will respond with all requisite force. I'd prefer not to have it get to that point. Ammo is costly, and I doubt their estate would have enough in it to cover my expenses.