You could try a tape recording of a big mean dog barking...
If you're worried about break-ins, you might want to look into installing a deadbolt on your front door and/or a security bar on the door to your balcony (especially if it's a slider) - if you're allowed to make that kind of modification. You could also try making up some stickers that say something like "Protected by Acme Alarm Co." and putting them on your windows to act as a deterrent even if you don't have an actual alarm system. It won't stop a determined burglar, but it might slow down or deter someone who doesn't really know what they're doing.
Also, keep valuables (computer, sound system, jewelry, cash, etc.) out of plain sight as much as possible.
If you're worried about being alone, maybe you can convince a friend to sleep over on your first night in the new place.
I'm sure you'll be fine.