Internal would probably give you a better temperature reading. But any better? Not appreciably I wouldn't think. Plus you would have to have the tires removed and remounted to install those or to install new batteries if needed.
As far as secure. I think most (all?) of the external ones have a special tool to install and remove them. I don't think it is something stolen very often. I do remove mine when in storage, but that is just to preserve the batteries. Just takes a couple minutes to remove all of them.
They do have audible alarms for low pressure or high temp.