Alarm + Handgun
If someone is there for ill intent an alarm isn't going to do shit but make their stay brief and they'll take care of what they came for quickly (unless they were just window shopping).
Buy a hand gun, learn how to use it (very important step, it's not just point and shoot or you won't hit anything but a wall), and keep a lock on it all times since you have a little one.
Store it in a place you would run to by reaction (your room apparently)...