I never had a break-in and I have usually lived in smaller cities.

In Guangzhou, however, I did have a "walk-in".  It was broad daylight and I lived in a nice three-story family triplex with garden, etc, etc.  I took the garbage downstairs to the garbage dump, just closing the front screen door.  By the time I arrive back upstairs, less than 5 minutes, a burglar had walked into the apartment and was in the process of helping himself.  I grabbed the nearest big object that I could find and chased him away.

From the stories that I have heard, and what has happene to my friends, I would dare to say that Guangzhuo and probably Shenzhen are among the more burlgar-prone cities in China.

If the lock is a problem, just install a better one.  The services of a locksmith and a new lock will not set you back a lot of money here.

Even if my home has not been broken into yet, I have no doubts it will eventually happen, word spreads out that there is a laowai living there, and all locals think we are millionaires !.

But I have made it difficult for them to gain entrance, but not impossible to do.  I installed a lock and security bar on sliding glass door to balcony, changed main entrance door lock and installed a second one, so I only have the keys.  And windows are protected with iron bars.

And for my peace of mind, I purchased a content insurance that will pay replacement cost of any item stolen from the apartment except cash, of course.  I made a written inventory and took a video saved on a USB in case of a claim.  On the video, I narrate cost band date of purchase of any and all items shown.  And the insurance is quite cheap, less than 500 Rmb per year.

I have not had anything stolen, and right now, there wouldn't be much to steal since I am not at home and I brought my most important things with me. Also, I believe that the gate to the complex is locked around 11 pm, so I only worry a little bit about it at night. During the day, it's hard enough for me to turn the lock with my key, it's so rusty.

One of the best ways to prevent such things is simple; know your neighbours. Obviously it's harder in China if your language skills are lacking. But, for me, I've lived in places back home where anyone suspicious was immediately coned and we could ask them questions to see if they really were visiting someone in the building. I even asked a guy if he was going to visit Brendan once when he was knocking on a guy named Brad's door. He said "Oh, I'm looking for Brad's." So, I knew he wasn't a crook. 

It's a great way to prevent such things. 

No, because I live on a provincial level government compound, and we have armed members of the Chinese military at each gate.