It seems to be more muggings and oportunist theft than burglaries. they always seems to be more crime where builders/gardeners are around as they see the pattern of peoples lives.
Our first home here was on a touristy urbanisation in Banus and that had the odd theft through people going to the pool and leaving windows open. Since then we have only lived in residential areas and I don’t know anyone who has suffered. I do know of a few people who have been mugged though, particularly in Calahonda and my purse was once stolen in a shopping centre, was buying the sunday times actually!