Weird neighbours may have been in our house?

I agree with one of the other answers here that you should get an alarm system. They try to open a door or set of a motion detector inside your house the police will come there fast. Even if they don't catch them, they wouldn't do it again. It sounds like they are looking for something in your house. Why else would they want to be going through your house. Have you noticed anything missing? You could also consider getting a dog too. Just don't let them become friends with it.