It entirely depends upon your particular environment. I recommend taking a slow walk around your home, evaluating points of entry and climbing or hiding areas. You can make your own alarm system, if you're handy enough. I don't know which of the paid alarm systems are suitable, however.
Home security systems are only as strong as their weakest link, and if you set up equipment that's too complicated for household members to use, they are likely to ignore the equipment or work around it. Remember that the people in your home are part of any security arrangements you make, so you have to be realistic about how much hassle they are willing to accept in the name of security.