Most standard double-hung windows have thumb-turn locks between the two window panels.  Don't rely on these--they can be pried open or easily reached through a broken pane.  Instead, install keyed locking devices to prevent the window from being raised from the outside, but make sure everyone in the house knows where to find the keys in case of an emergency.  Some jurisdictions have restrictions on this type of lock--check with your local law enforcement before you install them.

An easy, inexpensive way to secure your windows is to use the "pin" trick.  Drill an angled hole through the top frame of the upper window.  Then insert a nail or eyebolt.  The window can't be opened until you remove the nail.  Make a second set of holes with the windows partly opened so you can have ventilation without intruders.

Tips provided by the National Crime Prevention Council and the Whatcom County Sheriff's Office  -  Crime Prevention Unit