Dogs are good, but if they want in bad enough they will get past the dog. It happened to my sons' house not once but twice in 3 weeks. One dog is very protective and they still managed to get past her.
You do feel violated. You never get over something like this but as time goes by it will get better.
And remember that as you replace items taken, hide the packaging the new stuff came in boxes, etc. No need to advertise anything but the security system.
It took me over a year to be able to sleep at night after I caught them coming over the fence to break in. And it has gotten better with time. My prayers are with your family.