We also lost a lot of heirloom jewelry when ours was robbed. It makes me so upset that you are going through this too. 
The sense of violation and insecurity that follows a robbery is terrible. We were lucky enough to catch ours. Of course, it turned out to be our neighbors drug addict daughter and her low life boyfriend (and they are back next door awaiting trial, talk about awkward and impossible to get a sense of security back with them there 24/7).
Not that it will help any of us who have been robbed to get anything back, but perhaps it can help some of you so I am going to share what the police said to us. They that I should put jewelry that we don't use often (like heirlooms) in a very well hidden location (obvious now, but I just hadn't gotten around to doing it, now it is too late). Not a shoe, vase, mattress, sock drawer, decorative box, etc. They know to look in all of those locations. They even said a safe is not really safe, unless it is bolted down or too large to conceal. They will take the whole thing and open it later. They also know about those "can safes", you know the safes that look like spraypaint or some such thing and our thief checked our bookcase out as well as all the drawers. It is their business to know these things. The thieves that robbed us took a pillowcase off a bed and used it as a loot bag. They also put everything back in place. The only reason I knew what was moved was that the hurricane had prevented my usual dusting and so I could see where things had been moved. The police also said that an alarm system (or even just the stickers) does deter would be robbers quite a bit.