put a fake "foreclosure notice" on your door.
money.stackexchange.com/users/1353/Vitalik
Make sure that you have the smallest house in the neighborhood.
Then hopefully anyone with nefarious intent ill go elsewhere.
Don't have anything visible from the street that is expensive.
This includes cars (park the BMW in the windowless garage), fancy grills, pools, bikes, etc.
For maximum effect, put a broken down car in front of the house.
Preferably something 20-30 years old and up on blocks, like an old pickup truck.
A couch on the front porch and a old tub in the yard (unmowed) will complete the effect.
money.stackexchange.com/users/1119/KeithB
You might want to consider how much effort mitigating this risk is worth.
For example, having homeowner's insurance and sufficient documentation of your valuables is probably enough to satisfy your fears if they are based on simply losing your property.
In the end is there really any benefit in living like you don't have money in an effort to keep people stealing it from you?
That said, One piece of good advice I have heard for how to avoid encouraging robbers is to avoid putting boxes for expensive items (e.g. electronics) out by the trash until the morning they pick it up.
No need to advertise that you just bought a super expensive home-theater system.
money.stackexchange.com/users/149/JohnFx
Don't robbers look at neighborhoods first?
You might try making your house the shabbiest on the street. :)
money.stackexchange.com/users/2124/gef05
The best practices for this sort of thing: Don't keep too much money and valuable jewerly around.
You should have no more than a couple of thousand dollars lying about.
Keep the exterior of your house clean and well-lit.
Gates and doors, even if not locked, should be in good repair and consistently closed.
Secure stuff like bikes, lawnmowers, etc in a place not visible from the outside of the street, preferably in a shed. Have decent locks and keep accessible windows closed and locked when you're not home.
Get a dog.
In terms of electronics and such, you're always at risk for some crackhead busting in your door and grabbing your iPod or whatever.
Thieves don't really care about clothes...
they want items quickly converted to cash: small electronics with resale value, cash, jewelry.
Keeping things locked and having a dog are probably the best deterrents for that scenario.
More professional/organized burglars who rob houses during the day stake out a neighborhood and look for places where their presence won't be noticed.
If things are clean and consistent, your neighbors, police patrol, mailman, etc are more likely to notice something awry and call the police.
That's a risk factor for the "pro" thief, who will more likely look for a softer target.
If you live in an area where there has been a burglary spree or you are really worried about this, get a basic, centrally monitored alarm system.
If you're not living a flashy lifestyle and are deliberately thinking about ways to look like you don't have anything, it is money well spent.
If you are living a flashy lifestyle, unwanted attention comes with the territory.
In any case, feeling safe at home is something you need to be able to do.
money.stackexchange.com/users/1288/duffbeer703
There's a question on DIY SE asking  how to secure the house from intruders . One of the answers is  to not have anything valuable or at least to not appear to .  Can the illusion that a person doesn't have anything valuable be achieved through some specific practices of dealing with money and property? What can be done to achieve that?
How do I create the illusion I don't have anything valuable, so thieves wouldn't want to steal from my home?
money.stackexchange.com
<real-estate><security>
money.stackexchange.com/questions/4841
money.stackexchange.com/users/1091/sharptooth
Make your house look shabby in relation to the others on the street. Don't have anything visible from the street that looks expensive.  You probably want to make sure that any expensive property is kept well out of sight. To go further, you may want to actively make yourself look poor and make your house look shabby.
You might want to consider adding elements to make yourself look poor or make your house look shabby. You should aim to avoid leaving any expensive property readily in view.