Somebody is definitely messing with you. I'd invest in security a bit. Get a security system with cameras that tracks movement and sends messages to your email and phone every time it's triggered. These things aren't expensive, you can get a decent one below $1000, provided you'll set it up yourself.
It may be some weirdo, a curious neighbor, one of your friends, the government... Don't get paranoid, but secure your investment. Better locks might help too