I went with the latest and greatest, which is the Clifford RSX 3.5 Responder alarm which is now owned by DEI like most others. I got the top of the line model with the 2-way LCD remote (beeps like a pager if anything is tripped), Remote Start, glass breakage sensor, tilt sensor, dual zone disable (ingnition kill + additional disable, I went with the fuel pump), and loads of other accessories I probably didn't need.
I suggest getting an a alarm that has a self powered siren, dual zone disable for igniton and fuel system, tilt sensor, glass sensor, and of course the usual shock sensor. I would also suggest getting a second siren, that is hardwired and in somewhat plain view to make the thief think they are disabling the siren and has the self powered siren hidden somewhere else under the vehicle.
The most important factor when considering an alarm is the installer you choose. The installer can put this alarm in where it's a breeze for a thief to figure out and other installers make it near impossible.
Keep in mind that if they want your car bad enough, they are going to do what it takes to get it but you can certainly make them work for it thus giving you time to call the proper authorities before they get away.
Almost forgot, you can even get alarm systems now with LowJack built in which monitors the vehicles location if it's stolen, but this is a monthly monitoring fee.
If you want an awesome alarm that is fully upgradeable and comes with most everything, I'd go with the G5 Intelliguard 750, unless you want the 2-way Responder remote, then go with one of the Matrix RSX models.
Here's the website for the Clifford alarms.
http://www.clifford.com/main.asp