Make sure your locks are of good quality, in good repair and that they work. If you have to jiggle the handle, or you haven't oiled (with OIL, not WD40) your lock isn't good enough. Get a new one. You don't have to go cheap, but if you don't save the receipts and mail in the warranty card, why by the one with a lifetime warranty? Mail the card, save the receipt with your mortgage papers or in the fire safe with your passport and birth records. Then, lock the door before you leave.
This door jammer is available at Walmart and other locations. You could purchase this and adjust it to the length of the channel your sliding glass door sits in to jam it. You could also cut a piece of wood to fit the same channel in sliding doors or sliding windows.
The Winfield catalog offers patterns for wood projects. This is three steps above the old two by four in the door channel. They could be made as a decorative addition to a window that slides, too. http://www.thewinfieldcollection.com
Security starts with a secure home. I got to thinking about the issue today as I drove out of the neighborhood to work. It is trash day, the first trash day after Black Friday. Without looking for the signs of who wants to robbed this season, it was easy to see. Anyone who puts a brand new 42" LED TV box on top of their trash can, wants the world to know they have a new TV. Not smart! First, you are supposed to keep the box in case it needs to be returned, but that's just me. Second, for security, cut the box open and turn it inside out and stuff it in the can. Don't tell your neighbors or strangers passing through how much good stuff you have to steal. A low profile is as good as a lock.
But low profile or flashy, lock your car. Lock your House. Lock your doors and windows.