The installation is as important as the alarm / anti-theft device being used.
There are many systems now that use your cell phone for the remote, notifications, and tracking but you have to pay monitoring service (not sure about it because I don't have one.) I have a lower cost Viper with a remote/pager key fob that is suppose to be good for 1-mile range. The car has several sensors (proxamity, tilt, shock, etc) and a backup alarm battery. It can also remote start the car, lock/unlock the doors (with power door locks), power the windows, and more. It can be upgraded for the cell phone stuff. Most of these type alarms are designed for newer cars, so it's upto the installer on how to wire it all up (relays, diodes, pin switches, and such.) These type alarms can get expensive when adding a bunch of options and installation.
Most of the time I just have an ignition kill switch or battery cutoff (if the battery is in the trunk) and a club steering wheel device on most of the cars.