When I first moved out on my own I didn't live in a terrible neighborhood, but it wasn't great either. My dad gave me something he thought would keep me safe. An avid sailor, he handed me a fog horn. I've never had to use it but he's adamant that one gasp from the horn would send any intruder packing. Regardless of how effective it is, it does make me feel better knowing that I've got it, and yes I keep it under the bed.
Chime in, do you keep anything under the bed? Rely on your dog as a deterrent? Don't worry about it?