Secure windows force a thief to break the glass and risk attracting attention.
Secure the most vulnerable windows first: ground floor windows (this is often a minimum insurance company requirement), windows which are out of sight of the street and windows which can be reached from a flat roof or drainpipe etc.
Even small windows such as bathroom windows and skylights are at risk, as a thief can get through any gap larger than a human head.
Louvre windows are particularly vulnerable. Consider gluing the slats in place with epoxy resin or, better still, replace them with fixed glass.