We're sort of rural here. Out in the county, center of the nearest town of ~1,300 is only 4 miles by road, maybe 1 1/2 miles overland. Safest route would be following the road, too many dogs and guns going cross country. We can see only the neighbor across the road, but the other neighbors are only a couple hundred yards away.
Anyway, we don't lock the house during the day but do lock it at night. Both sheds have locks on them, but I have on the rare occasion left the door on the larger one open all night - sometimes even left the lights on in it. We lock the house when the dogs go to town with us, if they stay at home we leave the front door unlocked. Neither of them would hurt an intruder, one would bark and run, the other dog would just smile at them. We leave the door unlocked in case there's a fire or whatever, maybe the first on scene would be able to save the dogs. We've recently started locking the car doors.
There hasn't been much crime during the last 16 years in our immediate area. One neighbor had some prescription drugs stolen by their tweaker next-door neighbor. Sheriff didn't do anything about that even though there were clear footprints in the snow... So far, nothing has been taken when I've left the shed open. We started locking the cars because we were made aware of an email sent to the employees of the local school system warning of a rash of car burglaries. It took a rumor, a phone call and a couple emails to get that info; seems like that's something that should be spread to the local community, not kept to only local .gov employees.