What do you mean the police can't help you??? They're supposed to open up a case.
When my parents house was robbed the police came over, identified the route of entry(which was obvious. a broken kitchen window) and did a half-assed job dusting for prints. They said that if they heard anything, they would contact my mom and step-dad.
Because I wasn't on very good terms with my parents at the time, they thought I had something to do with it. After giving my alibi to the police, I went on a little "investigation" of my own. It turns out I knew who had robbed my parents, they were supposedly a "friend" of mine(a lot of drama was going on at the time, I'm not going into details). Basically, because I knew the police would do nothing(they need a warrant to search a house, a warrant from a judge who's gone over the evidence with the investigators, and there was no evidence) I got my most trusted friends together, among other people, went to their house and took my parents stuff back(HDTV, jewelry, xbox 360, etc.) myself. Not to mention other, more punishing things done to the ones responsible....
Anyway, what I'm trying to get at is no one is going to pick a random house and say "that's the one right there. let's do this." and go and rob it. I would put money down that the person lives on your street or knows you in some way. They knew your routine and waited for you to leave and did the job before you could get back. Trust me, I know from experience. I wasn't the greatest kid when I was growing up....
So what you need to do is try and keep an eye and ear out for anyone suspicious, people watching you from windows, cars etc, ask neighbors if they saw anything, maybe even put up some signs about what's missing. How I found out who did it was by asking around about HDTV's for sale and Xbox 360's. one guy slipped his tongue, and before the day was done I had my parents stuff back. Just ask around the neighbourhood, give some teenagers like 10 bucks and tell them to ask their friends and if they find out more you'll reward them. look on classified websites, eBay, anything at all you can think of, pawn shops, used electronic stores, etc.
I hope you have some luck, oh, and don't count on the police to do anything....
edit: you may also want to invest in a security system. even just putting up a security companies sign like ADT in your frontyard will keep robbers away. lightning does strike twice in the same place.