There is only one way to avoid getting caught: PLAN AHEAD!!!
I'm going to assume you have a few days to plan your endeavor, as I did my first time (years ago...).
Generally speaking, it will work better if they are asleep. If you absolutely have to get out before they turn in, you are taking a significantly larger risk.
1. Plan a route out (window, door, etc.), with a backup in mind. Plan TWO routes in, with another backup in mind (you don't want the backup to be pounding on the front door to wake someone up to let you in).
2. Do prep. work well in advance, to avoid suspicion. You really want the last hour or two in the house to be as normal as possible.
3. Plan to use the least risky route possible, even if it is longer, slower, etc. Believe me, that trellis on the side of the house isn't as easy or safe in the middle of the night, especially if it is raining. Consider outside chances of getting caught- nosy neighbors, dogs, etc.
4. Leave some 'emergency' supplies outside. A door key, a flashlight, a screwdriver, ladder, etc. Anything you think you might need to get back inside but don't want to carry with you where ever you are going.
5. Even after you think the 'rents are completely asleep, wait another 3-5 minutes, just to be safe.
6. Take your time on the way out, again, don't rush it, don't get too excited... this is when you'll do something dumb.
7. Have fun
8. Again, take your time on the way back in.
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