I have a CrimeStopper CS-2015FM2. It's an FM pager alarm that has a range of 1-2000 feet, so if you're in a building and the alarm goes off, the remote will go off letting you know someone is messing with your car. It has keyless entry, remote start, etc. I bought mine from Ehay for $150. That's without the power door lock hardware.
They now have a GPS tracking alarm (TrakNet) that you can use the Internet to find your car. That might even give some of the pro's a tough shot at getting away. A bit pricey though, plus a monthly fee.
About the best alarm that I've had was the Clifford. But I've also used Alpine, Prestige, and Viper with good success. Most of the alarms have the keyless entry, you may have to install some solenoids if you don't have power locks. That's what I did with the 66.