Someone said that right after you move in is when you're most vulnerable because 1) the old owner is familiar with the place; more so then even you are and 2) because you've paraded all of your belongings between the back of the truck and the house.
I want to restate that because it's very important, and also add that when you buy stuff such as a brand new TV and you put the box at the curb you have just invited the world's creeps to rob you of your new LCD. I read one story of a guy who got all new toys (tv, stereo, etc) and it all got stolen- his insurance covered it and they got all new stuff AGAIN and once more they put the boxes at the road, they got broken into again. No big surprise.
Cut up your boxes or reuse them for shipping/etc.