Having a lock on the frame would leave the burglar with no option, but to break the glass - making noise, enough to alert you. It is the style of your window that will decide the type of lock you need. Locks are prefitted on some modern double glazed windows.
One problem persists with a conventional lock. If you use the window often, then you might forget to lock it at night. To prevent this problem you can choose the one that can lock automatically on closure. This kind is irritating as well, but it is your choice, so you can choose your easiness and compromise on security.
The size of the window will help you decide the number of lock systems needed. You can install two small locking mechanisms on each end or a larger lock in the middle of it, if they have enough strength. A bolted lock would be a better choice than a frame fitted one, as the efficiency will then be dependant on the frame.
If you own a metal framed window, then you may prefer a different category. There are three locks befitting this frame - a cock-spur a frame and an integral lock. The one which slides to close the frame is a cock-spur. The one that uses the help of a catch to lock the window firmly in its frame is the frame lock. The integral lock is best as it can enclose the frame and case both.
Catches can also be used to secure the window. The problem is that they offer only limited protection. They stop the window from opening for more than a few inches, which may be a problem.
Since they allow the window to be slightly opened, it means that the burglar will still be able to undo the catch by slipping his hand in. Additionally, catches are simple holders and don't require any authentication, like the lock, to open. If you have too many catchers, the it may spoil the looks as well, and a single catcher is not strong enough to give the required security.
Catchers are primarily used to align the window in its frame. It keeps the window smooth along the walls and won't spoil looks of your home. Latches can fulfill this purpose as well. They are even more secure than the catchers as they keep the opening tightly closed.
Fixing and replacing these locking systems is also not very difficult. Only opening a few screws will uninstall the lock and ready for replacement. The screws are clearly visible on the locks and latches so you won't even have to bother searching. The bolt locks are complicated as they require drilling the frame to create area to slide the bolt. What types of locks and catches are best for sash windows will depend on the sash window you have and your own preferences.