My Z has an old alpine alarm. It has your basic flashing light in a non-stock location. Its sufficient for now.
My Tundra has a 2-way Viper/DEI that is really cool. It lets you know where there is a problem assuming you're in range. The newer ones supposedly work up to a mile but I've never tested the range. It also does remote start. I bought the newer one with longer range and remote start and it was $350 installed and about $40 for the key bypass (not needed on a Z).