If you are confident there is no intruder in the house, call the police straight away and try not to touch anything as finger prints will need to be taken to try and identify the intruder. Once the police have been and gone, and given the all clear, then it is time to call a locksmith.
Even if you don't think that they've taken possessions or keys it's best to get a locksmith to assess the security and prevent this happening again.
A security survey is normally free and an increase in home security can be relatively cheap with alarm systems being installed from £295*