And of course those bars on the outside of all the windows actually make it easier for an accomplished spiderman to climb the outside of a building!

@Yuanyangren: keep in mind that the window is not the only way into the apartment. Apartment burglaries are very common in China. Of course, the most vulnerable apartments are on the first floor (ground access through window) and the top floor (access from roof garden).

Locksmithing is a very poorly regulated industry in China, and it's very easy to get your hands on the necessary tools to pick the most common locks on doors. Make sure you lock your door with the bolt (rather than just with the auto lock) when you're away from home. It's a lot easier to get into most stairwells than people would like to think.

I used to think leaving valuables at home was the the best place, until it got robbed. Like Xiefei mentioned, thieves have access to the tools that make picking door locks a breeze. Apparently, that's what they used on my place, and it was bolted.

It helps to live in a more secure environment i.e. within the 2nd ring road, newer xiao qu, security guards (although I usually find the 保安 to be completely useless), buzz-in front door, window bars, security door 防盗门, watchful neighbors. A safe would be ideal; otherwise, try to hide valuables in less conspicuous places. The thieves went straight for the bedrooms (wardrobes, in particular). They were in and out in probably a few minutes.

Don't underestimate the thieves here; they're pretty 厉害。
I know someone whose 10th floor apartment was broken into by spidermen. The footprints on the wall leading up to the apartment were actually visible.

Pickpockets usually work in teams, and they can be the least suspicious-looking young girl or mom with a kid. You don't need to be paranoid but always aware.

Upon reading this thread, my gf related a rather 'unbelievable' but true story of a young single male co-worker who was 'robbed' in a very unusual way 2 months ago. This man lives on a ground floor apartment. Apparently, a group of thieves has been casing and peeping into his apartment for a period of time to gather this guy's routines. One day, a pretty young girl knocked on his door under the pretense she was marketing some sort of special event or merchandise and asked to be let in to explain. Once into the apartment, the girl undressed completely and somehow 3 men managed to barge into the apartment and immediately started to take photographs of the naked girl with this 'victim'. Then, the perpetrators demanded 100,000Yuan from the victim or else they will charge the victim with raping girl with the photos as proof. Because the young victim did not have the money, the foursome tied him up, gave him a ferocious beating, knocking out one of his front teeth and then proceeded to take all of the things that were of any value from the apartment. Initially, the victim was too embarrassed to report the robbery to the police because for fear of the photos being made public.

My cel phone was almost stolen by a team of pickpockets once while I was boarding a public bus. I was stepping on to the bus when I was suddenly pushed out of the way by a middle-aged man who shoved his way in ahead of me. Being rather annoyed I asked 'What are you doing? Why did you push me?' He replied that I was moving too slow and blocking his way. I suddenly realized that while I was arguing with this guy a hand was going into my pocket from behind and already had my cel phone. I grabbed his arm and screamed 'Xiao tou! Zhege ta ma wang ba dan zai tou wo de shou ji! He immediately ran off and after I got on the bus I realized the guy who pushed me must have been in on the plot. I stood by the back door and sure enough at the very next stop the guy who pushed me came towards the door. I blocked his way and waited for him to ask me to move. When he did I spun around and said 'I know you are partners with that thief!' He of course got off the bus asap and yelled at me from off of the bus to prove it and call the police all the while retreating. I've heard a couple other stories of people being robbed with this technique. Oh yeah and don't buy any cel phones out of people's jackets. It's definitely fake.