In the UK you're supposed to show them around and point out the places where you hide your wife's irreplaceable jewelery, toss them your car keys then bend over and ask if there's "anything else you'd like" before they leave.

Then, if you can be bothered, file a police report (for insurance purposes only of course).

edit: In the UK you can own a shotgun without a reason (even a SPAS-12 if modified to 3 rounds) and a rifle for certain reasons - eg. target shooting, pest control on land etc. Even an AR-15 in semi-auto is still legal.

Gareth