Monitor who enters the party. Don't let people in that no one knows. A guest list makes this easier. Having an "everyone is welcome" party is the quickest way to get your stuff stolen.
Hide or protect valuables and lock areas that you don’t want people to enter.
Keep the party in a central location of the house.
Avoid letting people get intoxicated.
Keep an inventory of your stuff and check it after the party.
Call the police and report any missing items.
Pay attention to people who leave early, or people who come with backpacks.