I did a small move for Federick yesterday, he is a qualified electrician, and was telling me that he has seen a boom in intruder alarm work, which is keeping him busy - nice that someone is benefiting from a downturn!
Frederick 0778 7718751
Banham did ours. Expensive but good. You need to have it monitored to make it of any use. Ours costs £200 per year, plus you have to have another phone line for it. However I hear you can now get a GSM dialing one, so you just put a pay as you go SIM in it so you don't have to pay any line rental.
C and C Security systems did mine a few years back and did a fantastic job. What really impressed me was the way they kept it as simple (thus cheap) as possible, and went out of their way to hide all the wires and design it to be as non intrusive visually as possible. Except, obviously, for the boxes front and back which warn people you're alarmed.
It's only ever gone off twice too, and both times it was legitimately triggered (not by burglars happily) so it's not one of those you regret because the wretched thing just goes off by itself all the time and annoys everyone.
You do need an annual monitoring contract as mentioned above. £200 is about average I think. This includes calling C and C for help if you have a problem with it. (Which I hardly ever did)
It's a bit more if you want it set up to call a monitoring station who then call the police if it goes off rather than just hoping a neighbour gets round to it.
I can't remember how much it was and it was a few years ago anyway so would be out of date now, but it was pretty reasonable.