I'm prepared. I've been broken into fairly recently, so I have to be prepared otherwise I would never sleep again.
I sleep with pj's on.
I have a baseball bat under the bed, handle within reach if I just reach straight down to the floor, so it's ready to go.
Phone's under the pillow, for ringing 000, which I've also had to do on another occasion.
Also my phone/wallet/keys/handbag is all split up at night in my room, so that hopefully even if they stole one thing they may not find the others. Replacing all that stuff was a MASSIVE pain and also very expensive.