What is your budget?
Some of the best bang for the buck alarms in my opinion are Avital units, but autopage has been up there too, pretty cheap and some excellent features.
Just remember though, in an alarm it is even more crucial than in your stereo system, the installation is what will make or break it's effectiveness. Do a poor job on the install, and the best alarm will fail you, do a great job on a decent alarm, and it can last a lifetime and protect your car.
If you need wiring codes for your vehcile, let me know what you are driving, and I'll throw them up for you!