It depends what you want to protect. If it is the opportunist thief who sees a coat or wallet they see in your car, smashes the window and runs off, no hope.
They will be long gone before anyone will even get off the couch to check the noise.
The amateur who wants to strip your car, I would expect the factory alarm would go off.
They would have to do their homework if they want to drive the car off.
I would be more concerned about a tow hitch or a professional 'lifting' the car.
I am sure most professional thieves are not worried about any alarm, factory or aftermarket.
A lojack or GPS tracking system would be best for those. Some alert you if you move out of a 'fence' and hopefully the police catch the scum as well.
Other than that, some use high voltage on the door handles but that might have legal repercussions. A few of these on the web..