Keep the outside lights on as they have pointed out but don't have all the inside lights on as they can see inside your house. Be sure to keep some of your rooms dark so you can be in them without anyone seeing where you are at. If you have an upstairs, that's where I'd spend the night.
In hotels, I put "stuff" in front of the door so if anyone does try to come in, they'll break their neck tripping over it...you might put "stuff" in front of your doors (again lights out so no one can see what you are doing).
If you don't have a dead bolt, you might want to consider getting one installed on all of your outside doors. If you are really afraid, think about setting up a "safe room" where you have the ability to be locked in securely. You can also get the disposable type cell phones and keep them charged to have in spare rooms in case you can't get to your regular cell or home phone.
Don't advertise you have a weapon...it could be inviting for them to come when you are gone just to get it. My brother is a Ranger and has advised us, don't tell them you have it unless you have to use it. Please be safe with it.
Chances are they are gone since the cops showed up. There are "easier" targets elsewhere. Even though it's late, you might wish to call your neighbors though and check on them and make them aware of the possible danger.
Thinking of you...stay safe.