For a good modern day automobile security system, at least in the US, get a car with a manual transmission.
But no one has one anymore. I tried to learn in the 90s for about an hour, and never managed to get the car moving forward rather than bouncing. At this point, I don't have much desire to try again, but I wouldn't know how to try if I wanted to.
edit: if you buy em old I mean
me I want an Exige