Generally you can't go far wrong by picking an alarm from the Directed family. Brand names include Viper, Python, Clifford, Valet, Avital and Hornet, among others. I'm not saying that they're better than all other brands, but they're pretty much the standard that all the others are measured against. Also, just about any shop that does alarms is going to be familiar with the Directed series, so it won't be hard to find support if you're travelling with it.
Broadly, you're going to find four different price categories: basic alarm, basic alarm and remote start combo, two-way alarm, two-way alarm and remote start combo. You can always add on about any extra accessory you can think of, for convenience or security. Just about anything in your car that you control with a button or electrical switch can be controlled by your alarm system.
The most important thing is to find a good installer who's experienced and doesn't take shortcuts. Make sure they're willing to talk to you beforehand and explain everything the alarm will do and won't do; ie, is trunk release included? Do you have to pay more for the trunk pin to be connected to the alarm? Where will the LED and valet switches be placed? What's their warranty policy?
Good luck.