I would first lock the closet and second lock the bedroom door very securely. Make it so that they would need to knock down a wall to breach the door. Make sure no light is visible from the closet door. Make sure no sound is audible. Soundproof is needed. If you change the locks on the front door you will be just creating a reason to arouse suspicion. They will also charge you in excess of $100 to re-change it. It is against the terms of your lease and the law to change the front door lock. It is perfectly legal and acceptable to lock up the closet and bedroom.