It can really get very unpredictable when you live with someone else like a roommate, simply because you cannot control the kind of activities that he / she will do. A lot of things are out of your hands.
One thing you can do though, would be to make sure that your personal space is secure. You can try asking the landlord for permission to change the locks on your door so you (and the landlord) have the only keys to it. Of course, it always goes without saying that you should always secure your space, locking your doors when you are away. Also, never leave the keys lying around the house. If you must hide it somewhere, don't choose a common spot like on top of the door frame or under the mat.
It also helps if you can talk to your roommates at the onset and set limits about the use of your things. Never be confrontational though - speak clearly but politely, so they will understand where you're coming from and what you want to say.