I keep a poker by the bed, but it's only a gesture. I would climb out of the window onto the conservatory roof, shin down into the garden and call the police, then hide in the shed.
But how did the burglar get in ? If you put bolts on the doors and close all downstairs windows, it can only have been by smashing a window or breaking down a door, a very noisy and determined business. Do burglars do this, or is it nearly always an opportunistic thing, e.g. an open window. Besides, I have only 2 items of any value worth nicking - a bike, and an Ernst Kaps piano, neither of which is easy to scarper off with. So, why did the burglar break in...?