Alarm systems are pretty expensive, but if you want to whip up something on your own, Make shows off how to build a very simple alarm system with a Raspberry Pi.
The system uses a Raspberry Pi, USB camera, keypad, revolving light, and a speaker. When it detects motion, it sets off the alarm, speaks a few lines to the intruder, and then sends you a text message with a picture. It's by no means complex enough to keep your million dollar jewels safe, but it does the trick for catching the thief who has been stealing pens off your desk or the cat who doesn't seem to understand that the couch isn't for them. Head over to Make for the full guide to build one yourself.