Short answer: Don't bother. Too many modules needed and it isn't going to be cheap. Plus aftermarket car alarms are the most likely source for electrical problems down the line.
Keep your insurance up to date and keep valuables out of sight.
What's the point of that? Most cars that are stolen are stripped for parts or used to commit other crimes and abandoned. Your vin etched into glass isn't going to stop me...I mean thief's from jacking your wheels and stereo.