When we bought our sedan, it was on the top-12 list of stolen cars. The car isn't worth a lot, but it had seen minor vandalism and was broken into once before I got an alarm system installed. I felt it was only a matter of time before it was taken, and even minor damage cost more than a good alarm system. Since installing the system it has not been vandalized.
False alarms caused by loud garbage trucks are a bit of a nuisance, and until I disabled the self-arming feature it annoyingly went off all the time during servicing.
I think that getting an alarm system that's more capable than otherwise justified by the value of the vehicle is a very sensible thing to do. And I got a remote locking feature in the bargain.