If you can't find an entrance, or a distraction, make your own, right? Exactly. If you need to make a quick escape - or a daring entrance - you can take out a window and jump straight through. Hold the item button when looking at small items, and you'll be able to pick them up. A second tap will throw them, smashing any windows in the way. You'll also notice the neighbour himself like to just, erm, stroll through windows sometimes. It's quicker, I suppose?