There's no one best security device. One solution might be effective in a certain environment or situation, but can be rendered almost useless in another.
For instance, if you predominantly leave your car in a high-risk area but you're just a couple hundred meters from it (ie. you have a shop and the car's parked on the street, out of view), a 2-way alarm may be for you. Any disturbance on your car would immediately notify you through the key fob remote.
Using the same high-risk situation but you're too far away for the 2-way remote to work, you can opt to get an alarm that can send text messages to notify you of anything out of the ordinary. This device (2nd URL) also gives you the option to track the car's location on the Internet, as well as give you its GPS coordinates through text. Further, it allows you to even send a command via text message to shut off the engine remotely.
For everything in between, most car alarms will suffice to at least attract attention in case of a breach.
Consider putting additional layers of security to help deter thieves; such as installing a steering wheel club, hiding valuables from plain sight, etc.
Your last layer of defense is comprehensive insurance. Any thief, given time, can break into and get away with your stuff or even the car. A steering wheel club won't matter if our hypothetical thief owns a tow truck.
Last edited by oj88; October 4th, 2012 at 06:40 PM.