Forcing a thief to spend time exposed while trying to break in is one of the best ways to do it. Having your entries in plain open site, not hidden by vehicles, boxes, or other things. Lots of lighting. Multiple gates or things to have to get through. Audible alarms.
One of the best ways to keep people out of a roll up garage door at an auto shop I saw was the installation of traffic bollards like you see in the UK. A couple of those stuck up in front of the door when the place was secured ensured nobody was getting through. I've seen similar at the entries to a trucking company as well. Yes, you can walk around them, but good luck trying to get your truck or car through to load up the loot. They were concrete filled steel tubes and were not going to be cut through in any time quick. But that was an expensive installation.
I have a side man door that is weak. I've considered adding a metal security gate/door on top of it. Could build one too. Yes, it could be defeated, but I'd only be worried about the amateur drug addicts / teenagers trying to get in. Anyone with a real tool will get in. Thankfully I have roommate so the place is always occupied. Enough that the alarm I installed a year ago has yet to be set.