There are various security alarms in place for many cars. I know that my car as an anti-lock security system that will go off if an improper key is used.
New remote systems with extended range are comming in on the market, controls that use the battery power more efficiently giving you more time between changes. Plus more sensitive triggers.
Scytek has a 4000rs car alarm remote start combo system with dual stage shock sensor and a programmable turbo timer that has some pretty good reviews. I would look into that if I were you.
Car alarms have gotten much cheaper over the past 5 years or so, and now alarms are becoming standard equiptment installed by the manufacturer. All cars will have alarms soon.