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Double hung windows (up and down)
You can prevent these from raised form the outside by drilling a small hole through both the window casing and the window frame and sliding a nail painted to match the window into the hole. Simple easy and very effective

Casement and Awning Windows
Securing these designs requires installation of locks specially designed to prevent these windows being swung open. Locks are available that will either prevent the handle from being turned or fasten the window to the frame. The design that actually secures the window to the frame would seem to be more secure. Again these locks are available at your home store and are easy for a DIY'er to install themselves.

Basement windows
No matter what style of window you have in your basement they're always going to be a challenge to secure primarily because of where they're located. Break resistant glass and pins or locks securing the window to the frame will definitely help, but security bars are probable the best defense. Decorative bars that can be painted to match your home's trim are available and if you use them, your home won't look like a branch office of the state prison.

http://www.homesecuredot.com

Patio doors and sliding windows are relatively easy to get out of their frames. A thief could do it by just lifting it up out of the frame (works just as well from the outside as it does when you lift them out for cleaning from the inside). The way to fix this problem is to drive a few screws into the top track above where the door or window sits when it's closed. The trick is, don't drive the screws all the way in, leave the screw heads protruding about 1/4". The protruding heads make it impossible to lift the door or window up high enough to lift the bottom out of the frame when it's closed. You can still remove the door or window for cleaning by sliding it over to the open position (where there aren't any protruding screw heads) and just lift it out of the frame.

You don't need to do anything very fancy to stop windows and doors from being slid open. The old reliable idea of a "stick in the track" effectively blocks them from being slid open. Cut a piece of dowel (about 3/8" diameter) to fit into the track. When you're inside, you can easily pick up the dowel in the track, but its round shape makes it hard for someone to dislodge it from the outside. Paint the dowel to match your window frame and it will virtually unnoticeable.