I rented a room from an acquaintance in January 2014. The house is owned by his sister in Arizona. Over the weekend I was away but left my web cam on in "motion detection" mode. He entered my room several times, gave tours to people I don't know, telling them cost of my T.V. lighting system and other items. Made rude comments on my décor. He entered and took things from my room a couple of times, looked in my drawers. Used my restroom, closed my vents. I have not confronted him on this yet, he will probably kick me out. Oh you, on a couple of his adventures he was nude.

What do you want to do? Of course you can take him to small claims over stolen items, if he won't give them back. You don't really say that he 'stole' or what he took or whether he kept things or left them around the house.
The rest of the issue is problematic. Wandering through, using your bathroom, etc, even looking in your drawers, fall into grey areas that should be spelled out in your agreement - in writing. You can't charge him with a crime. In CA you might find some tenant protection law, but being in the same house, you are in many ways more of a lodger.
I would confront him with the video, as calmly as possible, with a plan of what you say, and a list of polite but firm demands for the future.
I myself wouldn't want to stay there. I realize that it is a pain to move again, but I would work on finding a new place, and give him the minimum legal notice required, again in writing. Alternatively you could put a lock on your door, but you need his permission. He needs access for emergencies like fire, burst pipes, broken windows, while you are gone - even windows left open in a storm.

He is in his own home ? Do why can he not be NUDE?

You can call polce for the theft of the items,

Kicked out? I would either move or put personal lock on door, that he does not have