There are subscription alarm systems that track your vehicle when you report it stolen that cost a lot less. One of the neat features of onstar is that if a thief can find out your pass code, they can call in and get your car doors unlocked, saving them a lot of trouble.
There are non-subscription alarms that can ground your ignition coil or shut off your fuel after letting the engine run just long enough to get into a conspicuous location so the thief is likely to assume that it just broke down and run away rather than try to fix it.
I have a couple of large dogs who hate strangers and have access to my garage, so I don't have to worry much at home.
