I did residential and commercial security for a living for awhile before I joined the army (I got a late start) and then went to university afterwards and dabbled in very high security (the cool Mission Impossible type stuff) before becoming too didabled to work. So I have a lot of experience in this and I've written a few long replies on here that you could dig up where I lay out a good home security plan that can be implemented over time. Even if you do the work yourself, some of the equipment is costly, so it could take time to get your security where you want it. With that in mind, I'm gonna just give some highlights:
First off, I have a gate at the end of the drive with a "no trespassing" sign next to the alarm sign, a sign from a company known to be one of the best locally, better than ADT corporate, so bad guys in the know should tend to stay away. The gate stays locked most of the time, and unlike our neighbors in the area, we don't get wierd people in the yard, or people casing the joint, or annoying knocks at the door. They don't come because it is a sure criminal misdemeanor conviction to have your picture taken on this property without having prior written permission. All you have to do is call the cops and give 'em the evidence and press charges and show up for the court proceedings. Since we live off the road, this makes casing our house infinitely more difficult.
Get your gun safe first, reinforce your floors if you aren't on a slab using floor jacks and cross joists, and ramset anchor in the slab or bolt it through the floor using long, wide, heavy steel straps to connect the front bolts to the rear bolts underneath the house. This way the safe cannot be removed from the house without considerable time and effort. Try and place it in either a closet or near an exterior wall (but not on the exterior wall, you want room to put those jacks under all four corners if need be). This is the correct way to install a home gun safe. This should be your first step, if you already have one installed this way, move on down.
Security system in the house next. You want a good one, if you are handy with electrical wiring, and good at reading and following instructions, installation yourself should be fairly easy. You want to hardwire all you can, wireless what you can't, and use a "hybrid" system that accepts both as a matter of course. You want a good hybrid system that is easy to use and program, but still has a lot of options and a lot of available zones and add-ons that can be used to expand the system. Some even run cameras built into the system --but those can be costly and complex. Contact all the windows and doors, and put a motion detector in each room and a keypad near your entry/exit and another in your master bedroom (this allows you to arm all the windows and doors at night, thus making it into an early warning system in the event of a home invasion). A 30watt siren outside, or a bell box that is louder, either out of reach, and then have it monitored by internet, phone, whatever, but use a local monitoring station that provides radio communication. You may have to rent this part from them, you can't put this in yourself, but they can add it into whatever you already have, no problem at all. The radio cannot be bypassed, if it is installed correctly and hidden, it can't be stopped before the signals get out.
THEN worry about cameras.
For cameras, I think Costco has a few worth mentioning. Their more expensive ones, the ones that come with more outdoor cameras that work color day and B/W at night with IR illumination and have a more advanced storage/switching unit, are GREAT for the do it yourself home security camera installation. I've actually seen these used in some very high secure jewelry "stores" (more like a small showroom with pieces of jewelry that started at $30,000!). Cameras have come a long way, and it used to be that a security professional had to install them, and focusing them and getting the light was difficult to say the best, but today it is quite easy to do it yourself and get a professional looking install and the same results. Some of these cameras can be connected to motion detectors so that the camera only kicks on when someone is in front of it (and it will stay on as long as you program it to or whatever). The cameras like this, and you can do it to some or all, can also be wired and/or programmed to turn on during an alarm event. Or during an alarm, to go from time lapse to real time, very useful for evidence gathering.
As for the concern about the recorder being stolen, well, since you should already have a safe by my plan, you simply take the top shelf of the safe and install the unit up there along with your documents and whatever. You should even have enough room for a small, cheap LCD monitor that you can get at ten dozen different places for under $200, usually much less. Now there will be a hole in the side for lighting or for a dehumidifier. Some have both. If you can install a fitting in there and get the wires or cables you need in there, fine. If you can't, don't despair. These cables need to be protected. So if you go under your house, you can drill out the bottom of the safe for the appropriate connector and run the wires that way. If you have a slab and ran the wires in your attic, then run them to the safe inside the wall and, having already drilled and installed the proper fitting in the BACK of the safe before it was installed, run the wires into the safe from the wall to the fitting in a short (very short) lenght of armor flex or heavy conduit. This of course should be "contacted" to the alarm. And if you can swing it, putting vibration sensors on the safe and connecting them to the alarm is a GREAT idea.
The additional heat from the equipment in the safe will act as a dehumidifier to some degree. Having the cables go into the bottom or back of the safe is a good way to conceal the wires and make them difficult to sever. Underneath the house, if you want, you can also run that in conduit or armor flex up to your junction boxes where the camers come in, and you can run armor flex or conduit to those as well, making it where no wire shows except inside camera housings and inside the safe. This way, even if they do destroy everything else, those hard drives will be a-okay.
And even if they aren't, depending on whether or not you got equipment that can, and then set it up to, send the signals offsite via wireless network, then you have the same information stored offsite!
I know this sounds expensive and complex, but like I said, security comes in layers and takes time to build up. If you are handy with wiring, it isn't too hard, and you can actually install these cameras where most won't be stolen or molested. Some can be hidden in trees, others hidden in plain sight inside (working radio clock cameras, clock cameras, etc.). You have a lot of options as a do it yourself.
If you find you do decide to do the security yourself and need some pointers, you can PM me for more detailed advice on how to do this right yourself. It can be daunting without a little insider info.
Good luck!