Aye, thanks guys - it's reassuring that some people get goods back (though I'm not holding out any hope), and I'm going to buy prickly shrubs! I don't feel violated as much as plain angry, although lying in bed last night, every noise was definitely a burglar to my overimaginative brain. I like the idea of a big, snarly dog (or even a big friendly one) but I'm renting, yes, so we can't have pets.
I'm glad they didn't take my CDs - I'm off to write my name on them all with permanent pen (I could use the UV pen, but I think record shops are probably less likely to handle stuff with someone elses name on it...). Fortunately I had a serial number for my CD player. Unfortunately, I don't have for my cameras, one of which was an old but pretty good SLR my dad gave me. There were some negatives in the camera bag, and my name was all over the bag, so perhaps they'll be found by someone.
Cheers everyone, and sympathies to all who know this sort of stuff from experience.