I work for a lock and alarm shop on weekends the only alarm worth spending money on is a Clifford brand alarm. Although somewhat expensive ($600+ range) all other alarms in comparison fall flat.

They're systems are comletely wireless, therefore a thief can't break in and tear out the ignition. All there systems come with a wireless fuel cut off and a wireles imobilizer that works with your factory imobilizer(00'-01' ITR's) Also, the siren has its own power supply so, when it goes off, disconnecting the battery won't do anything. Proximity, shock, and tow sensors always monitor the car. The possibilities are endless on Cliffords.
Oe last point F.Y.E. the best option on my clifford is an anti car theft feature. A key pad that has two buttons is used to enter a code that you choose every time one of the doors of your car is opened and closed. The code must be entered with 30 seconds or the car locks, the siren sounds, windows go up, and the car is immobilized until the code is entered on the key pad with the key in the ignition. so, if you get car jacked you simply get out and watch as your car drives away and stops about two blocks away. I know this all seems extreme, but I live in NY, and it took me 2.5 years to find my ITR, now that i got it, I'm not losing it..

Anything else just makes noise and opens and closes your doors, sorry to say.