I just keep receipts and have insurance. Doing repo work for a short time I realized loud noises won't do a damn thing in deterring someone from taking or damaging your car. Mainly because the alarm goes off AFTER the damage has been done. I can't tell you how many times we would break into a car in broad daylight at a mall and no one gave a single **** about what we were doing.
Remote start would be nice though. Other than that a simple direct kill switch to the ground on your car's ECU will make it deader than a door nail.