To the OP, what kind of school are you going to? Public, private, religious??
In my experience, private schools are somewhat lax w/ rules; ie no guest policies, no co-ed policies, etc.
Public schools are
little bit more strict but rules will vary. I went to a state school that had a male wing and a female wing in each dorm. You were allowed to visit each wing, but only during certain hours. They also had very strict front desk rules; you had to show them your ID to get in, you had to sign all guests in w/ their ID (even if they were a student there), you could only use the front door entrance and you had a curfew of 2am or you'd get locked out. Then, I transferred to another state school that had co-ed floors, no front desk bull crap, no curfew, no guest rules.
Religious schools will obviously be very strict w/ co-ed and guest policies.
My best advice to you is still what I said before; your school will send you your room mate's contact info so talk to them a lot over the summer and
be extremely straightforward about what you expect of them as a room mate. If you guys can tell from the start that it won't work out, you can probably get your room mate switched before you even start. Try to find some people on facebook also going to your school and see if you can find someone compatible and try to request them as a room mate.
On the other hand, you might find that they will be a great room mate; clean, quiet, and respectful (IMO that's a great room mate) and your worries can be quelled.
About your other worries (stealing and sex)... I have had 13 room mates over my time in undergrad, 7 of which were random assignments. I never had problems w/ theft (that I know of!). Don't get a big suitcase, that is insulting because you won't really be able to be discreet about it. What bananaface said is very good advice about getting a small fireproof safe. But don't show it to your room mate. haha if I ever had a room mate w/ one of those, I would be insulted. But, if you get one and your roomie happens across it, explain what it's for; that it's fire proof and it's for protection against other random ppl that might come in the room.
If you're already in the room and your roomie wants alone time, either w/ themself or SO, they should ask you politely to leave for a while. You have every right to say no if you want. and so what, they'll just be mad at you for a while, and if they're mature, they'll get over it. If THEY are already in the room and you want to enter, it would be polite for them to quickly finish up so that you can come in. Or at least pause and cover up for a moment so that you can drop off or pick up whatever you need to go somewhere for a while. If my room mate had their bf sleeping over, before I went to sleep, I would say something like, "I better not wake up tonight to strange bodily noises, k love you good night," so that it's kind of funny but serious too, and it gets the point across.
Good luck! I hope you're in the very small slice of the pie that gets a "normal human" like bacchus did!