Not a fun day to have that happen. 
As far as firearms goes I would recommend you use extreme care and think twice before you shoot unless they are coming inside your home or actually attacking you or are carrying a gun themselves. With the way things are now you could end up in more trouble than the thief. I recommend a 12 gauge shot gun over a pistol any day. First you are unlikely to miss and second if you do miss it won't go through a neighbors house and harm them. Double 00 buck or #2 goose loads are best.