The most obvious way to protect your valuables is to store them in a safe-deposit box or in a secure home safe that is too heavy to be moved. When buying a wall safe, be sure it's fireproof.
Avoid obvious places such as mattresses, drawers, inside figurines, behind pictures, and under carpets.
A chiseled-out space in the top of a door makes a great "safe" for small valuables.
Devise a hiding place in an acoustical ceiling. Remove a tile and restore it afterward with magnetic fasteners or a similar device. Be careful not to leave finger marks.
Hollow out the leg of a table or chair for hiding small objects. Drill from the bottom, then cap all the legs with rubber tips.
To keep your tools from being stolen, paint the handles. Thieves avoid items that are easy to identify.
Many police departments offer a program that includes home inspection, advice on protective measures, and use of an engraving tool to mark a code number that will identify your valuables.