As others have said you really need to file a statement with the police. If you have to go to a station then so be it (don't kick off or anything, just state your need to give such a statement), you may have to return for police to inspect the scene. Speaking of the scene then photos are good to have, best if you do not clean it up. You may have to wait for a forensics unit to come out and dust the place for prints (by the way have some soapy water available to clean it off -- print powder stains nicely if you leave it to soak). If you are worried about being placed in bracelets for owning a gateway and an EZ4 then don't be -- your local police do not care about them and will probably "just think" they are other games as long as you do not force them to pay attention to it.
If you have insurance then start putting together receipts/proof of ownership, also any serial numbers. You might find things do not cover games/software though, or if they do then any excess might be more than it is worth. Typically you will need a police report to file a proper claim. Likewise the status of your friend's 3ds under insurance will probably vary with the policy. Hopefully any policy you have does not require forced ingress (many policies will not be valid if the door was unlocked).
Before you do that have a wander around looking for any security cameras that might have caught things -- a lot of places might be on a short loop for footage so you want to act sooner rather than later. Bring your own USB drives/SD cards/DVDs to burn things with, make copies if you want to give them to the police. The police will probably not do this for items a low in value as this. Be prepared to go through it yourself (there are few things in life more boring than security footage, ask anybody that has held a security job). You might wish to ask if there were any similar reported incidents -- daylight robbery is a fairly brazen thing. Edit. Forgot to say if you have the means to capture VHS (or indeed a VHS you can write to) or general TV output then it might be worth it. You would be surprised how many places still use it.
You might also ask people around but do not expect much there.
If the items have online services then many will have options to revoke your accounts/serials.
With online accounts also comes credit cards and payment info. Whether you replace any associated credit cards I leave up to you.
I would also inform the library in this case. Saves hassle latter.
The police should inform pawn shop owners, it might also be worth doing the same yourself with serial numbers and any identifying marks. If you have any pictures of your new toys then even better.
Fencing items varies by the level of thief you are dealing with -- Johnny the crackhead might have already sold the lot for the $20 you would probably have happily given to have your stuff back, a proper snatch and grab/daylight burglary team will probably have a stash that ends up being sold across state lines/on the internet a few months from now. I strongly advise against any kind of meeting to reclaim items, especially if you intend upon doing anything silly like using force, and if you are contacted somehow (tends to be more for phones but hey) then forward it to the police.
All in all it sucks, there is an outside chance you can get some stuff back (I did once get my xbox back after it was stolen, serial numbers (thank you liveinfo) and knowing the contents of it helped immensely) but do not bank on it.
