I personally like the James Bond Lotus alarm setup. If they break into your car it just blows them and the car up! Bummer to lose the car though. I also like a system that came out quite a while ago that is a taser mat on the seats. as the theaf touches the seat it tasers them, knocking them out. That in combo with an alarm, eliminates the need for police!
I think some judge ruled the taser thing against the law, but not sure!