I don't think it's necessarily smart to post that you're going to be away for the weekend, but robberies that correlate to someone posting something on Facebook about being out of town are mostly anecdotal (and probably apocryphal).
But as someone who works in information security, the real concern ought to be the information people can glean from your online social networking profiles. For anyone who does real hacking and identity theft, online profiles are a goldmine of information.
That alone is often enough to give people a good guess at cracking your password.
Combine that with the information people provide in those fun little Facebook surveys that ask about your favorite color, favorite vacation, where you were born, etc. and they are well on their way to accessing online bank account and other financial information.
Doesn't anyone notice how closely those fun survey questions resemble the security questions your bank asks when you login???
Although it can't be known for sure, most information security professionals (including me) will tell you they believe these social network surveys were probably put in circulation by hackers, knowing they would go viral, and provide mounds of useful information on unwitting victims of online identity theft.