The best alarm system I have seen is what a friend of mine has for his home when he is out of the country for long periods of time:
His alarm system not just makes an alarm, but dumps fog and flashes strobes. It is not made to be a rave, but to ensure that if the burglar can't see it, they can't steal it, and it may delay things that the burglar is still in the place when the cops come.
This is supplemented by the fact that every single door in the house, including hall doors are steel, are "secure classroom deadbolt function" doors, and all have multi-point locking. This means they always open to get out, but can be locked with a key from either side. A burglar not just has to kick down the front door, but kick down a lot of locked, deadbolted doors in order to get to anything. A determined thief might be OK, but a meth-head will wind up driven off, or being taken for a ride downtown for a while. Burglary of a vehicle is considered a joke in Texas, but burglary of a residence is something taken seriously.