I really feel for you, it is a horrible feeling of violation when this happens. Happened to us a couple of years ago a week before we were due to move house. Must have been like Christmas for them with all my lovely expensive electronics and home cinema kit all boxed up and packaged ready to go!
I woke up in the early hours to hear a bang, thought it was the cats knocking something over so ignored it, then realised that the cats were in the cattery due to house move. Ran downstairs in my duds to come face to face with a scrote in my kitchen who had tried to carry my boxed up plasma by the cardboard box and it had torn falling to the floor (hence the bang). Chased him out of the house and halfway down the street before I questioned what the hell I was going to do when I got hold of him, me being in only underpants with no shoes on!!!
Slept (or tried to sleep) the next couple of nights in a sleeping bag on the lounge floor, with a crowbar and my hand axe next to me just in case they came back...
My sincerest sympathies, and get an alarm, and use it!