Are you looking for connectors just for the alarms or connectors that you could use in general, like connecting two different wires together? I personally don't know what kind of connectors are use for alarms, but I don't know that Fry's Electronics carries a wide selection of connectors at an affordable price. Don't waste your time at Radio Shack unless you're looking for a very basic connector. Home Depots has some connectors but not as good as Fry's.
Hope you find wut u need!