We did lock the doors at night, but would leave the windows open.
I always followed the logic that a locked door only keeps an honest crook out. Plus it's not like we could watch the place when we were gone.
I've never lived in an area where there was a need for bars on windows, nor would I.
My advice to anyone living in a high crime area would be formulate a plan to get the hell out of Dodge. I'm a small town boy, I don't think I'd like living in a big city, hence my not moving to Nashville when I had the chance... rent and crime rates too high.
Here in Lebanon VA, they're pretty religious, pretty conservative, but generally pretty tolerant, provided you stay out of their way.
I made a little video discussing it...
I've often said "I'd rather live with risk than live with fear".