The dog idea always sounds good but in reality it can be painfull.
Last fall the entire contents of my greenhouse (8'x16') all of which where seeded plants was stolen. I had a german shepard who was an outside dog, and had been trained as a perimeter guard dog. A few years earlier someone tried to poisin him with a pan of anti-freeze, he was trained not to touch it. This time around they poisined him with cooked chop meat laced with strychine. The same poisin placed on raw meat he would not have touched it but because of my own fault of feeding him cooked chicken or chop meat with his meals I made him vulnerable. My own stupidy got him killed.

If you want a method of alerting you to something, get a small flock of geese. They will make a hell of a noise if anything out of the ordinary is going on in thier area or approches thier area.