We have a whole lot of threads here in the S,T,&T sub forum which have discussed this exact question.
Here's probably the most recent one:
http://www.thehighroad.org/showthread.php?p=7770914. Another:
http://www.thehighroad.org/showthread.php?t=529243 ... there are lots, all with about the same answers.
Arm yourself, secure your loved ones, position yourself at your defensive position (strong point, safety perimeter, choke point...wherever you can defend yourself and your loved ones with the least movement and exposure.)
Then use your eyes and ears to do a little long-range reconnaissance.
What do you hear? What can you tell about what is going on? Is the noise continuing? Was it a one-time thing like a book falling off a shelf or something persistent and surreptitious? Is it an animal raiding your trash? Is it inside the house? Outside?
A dog is a GREAT thing to have in these situations. They will let you know a lot more about what's going on than you can tell on your own. And, as heart-rending as it may be, they will go find an intruder and give you a clear warning risking themselves so you don't have to.
With some patience, you should have the ability to determine if you can sound the "all clear." You may decide to shout a warning and challenge -- "I am armed and the police are on their way!" or words to that effect. Have your spouse ready to call 911, and DO SO if you can't convince yourself 100% that you and your family is safe.
What you want to avoid it wandering around in your home trying to find trouble. A great deal of time and effort has gone into proving that there is no such thing as a "home field advantage" when it comes to home defense. Whoever goes hunting
dies. Don't stumble into their ambush, make them come to you.
Don't be lured out to your death by the idea that you must defend your TV or toaster. That's what insurance is for.