Having twice had people try and break into my birdroom, twice they have failed to take anything, but twice I have upgraded my security. It now has camera's (cctv), burglary alarm and sensors, these are set on doors, windows and the walk way. There are others but I don't wish to give everything away. Outside there is lighting that is triggered off by movement and heat, these are set to let me know that an intruder is about. The doors and windows are double glazed and have very good security locks on them. Also with the building being constructed out of brick, I have an obvious advantage.
I have all this because I know the feeling I have everytime my systems goes off. Items can be stolen and so they require protecting. I find the best way to check that your birdroom is protected properly is to try and get in yourself with all the systems working, then if you are able to get in then an intruder will able to.