Good discussion topic. I live in a bad part of Chicago (Humbolt Park), I'm also a security consultant by trade here's what I've done with my garage and plan to do in 2010. We've had our house burglarized at least once in the past year, and since my neighborhood is full of wannabe gangsters, I have to run a tight ship.
I have a stand-alone brick garage it has 2 entrances/exits and 3 windows. The front door (main entrance) and 2 small windows face West (towards sunlight and the house) and are crowned with a blindingly-bright motion activated floodlight. The two smaller windows (about 2.5 feet by 1.5 feet - too small to fit anything of value through) are covered with translucent window film and burglar bars. I have 1 large window facing south which I replaced with heavy glass blocks with my extremely heavy welding table parked just beneath it.
My main entrance door faces west and uses a deadbolt combo, and an additional external padlock. The overhead door is also padlocked from the inside. Access to the main garage entrance is restricted by a barely-legal fence that surrounds my property with 1 gate at the front of the house - no rear gates to the alley. My bedroom is on the east-most side of the house with a bird's nest view of the garage main entrance. The head of my bed is near the east-facing window so if the flood light trips at night all I have to do to assess the situation is sit-up.
Even with all of that, my system is still defeatable. So this year I plan to make the following changes:
1. Replace thin-metal door with heavy-guage steel re-enforced door. Multiple-solenoid actuated cam locks with steel backing plates embeded into the brick wall.
2. biometric authentication for all entrances.
3. solenoid-activiated deadbolts to the overhead door.
4. security gate covering the main entrance door with crop-proof padlock.
5. PTZ cctv nightvision cameras in and around the garage, with dedicated underground power circuit and video feeds into my home office. These cameras will be web-enabled, allowing me to survey the garage from my phone. I have a 2 terabyte storage area network that will continuously record activity in the garage with a data retention cycle of 1 year.
6. Internal motion sensors that trigger text message notifications of garage activity.
7. Loaded rifle near my bedroom window.
And those are just my perimeter defenses. Everything in my garge gets locked in a container when I'm done with it, and anything under 500 lbs is bolted to a permanent fixture. So if someone does somehow manage to get into the garage they won't be able to remove anything of value without a torch and a forklift. The weakest point in my system is the overhead door, and the only way to defeat that is to back a heavy truck into it, which would be difficult since my alley is very narrow.
I have other controls in place, but am not willing to discuss them with anybody.
The important thing when designing any security system is to think in terms risk and compensating controls. If there is a risk that a theif could enter through a window, then you should design a preventative (proactive) control to mitigate that risk, where preventative controls are not feasible detective controls should be in place to notify you of anomalous activity.