I think it's mostly about deterrance so a decent bell box with a pulsating light on it is a good start.

I reckon that most people ignore a burglar alarm going off and thieves know this so once they are in they work quickly, safe in the knowledge that nobody will turn up in the first five minutes. Based on this fact my alarm has "sound bombs" inside the house so that when the alarm goes off it's so unbearable to be inside the house that they'll want to leave at once - empty handed I hope.