I get it OP, I live in a large house and DH is often away with work. I never felt like this when I lived in our 2 bed terrace.
It is actually fire that worries me as much as intruders so I would not be locking my bedroom door at night. I also wouldn't be putting any kind of weapon under my bed as I'm sure I've read that an intruder is more likely to use it on you if you startle them with a weapon.
Like others have said, I put my handbag and my car keys by the front door. We have a ring doorbell camera at the front and a security camera covering the back but try not to go OTT as I don't want to give the impression that we have anything worth stealing.
I also wouldn't get a really fancy car as again, don't want to advertise the fact we may have money.
Growing up we lived rurally in a house with no neighbours close by and we were burgled twice. I find having other houses around me actually gives me a lot of comfort. My parents ended up getting a gravel driveway so they'd be more altered to noise and buying an old banger of a car for a few hundred quid that they literally kept on the driveway permanently and moved every so often so it would look like someone was home when we were away on holiday.
We do live on one of the streets locally with larger houses so it's in the back of my mind. Fortunately we're one of the more visible houses on the road with a street lamp right outside and in full view of other neighbours. Some other houses are a bit more tucked away and would worry me a little more.
I think if I was permanently on my own I would downsize to be honest as lots of empty rooms give me the creeps a bit (inexplicably.) But other things that help are keeping curtains closed, playing an audiobook if I'm having trouble sleeping and reminding myself that there are neighbours around.