That's absolutely dreadful - especially considering how they entered. And, like others, it isn't the same, but this past summer someone broke into BOTH my car and my husbands and stole both stereos. My husband had stupidly left his wallet in his car (which I always yell at him for) and we had to cancel all of our credit cards and debit cards. The doors were locked and the alarm was on, but they got around it. It just felt gross to even get in the car after that, for several weeks.
I'm really sorry you lost important, sentimental things, too. I second the idea of getting a good fireproof lockbox, new locks, and heavy duty window latches.
Also, if you can, watch the show "It Takes A Thief". It talks about how your home is vulnerable and them shows ways you can fix the problems. I've learned a fair amount from it.
Now, you can order/buy/find/print clear window adhesive stickers that come with Alarm Systems. Sure it's a bluff without the alarm, but even just the signs (for those who don't have an alarm) have been shown to deter theives from breaking in. Most idiots are looking for easy targets and that may help. They would need to be prominently placed and look new and not like they've been there for 20 years. Also, they make little signs like a miniature stop sign that you can put near your front door saying you have an alarm.
Also, if you have a sliding glass door, chop off the end of a broomstick so that it will fit in the groove of the door. Most sliding glass door locks are pretty lame.
Sorry

But remember, your most important valuables (being you and your family) are all fine and accounted for. And yah, I gotta say it, too: Good job being careful upon coming home to that!!