Best I've seen is the Crimestopper RCM-3000. I bought two of them, have them on each vehicle.
It is just a add-on to an existing alarm, consists of just the pager and the control unit; the control unit splices into the leads for the existing sensors and learns their state without interfering with the stock alarm. It tells you on the display what set it off - door, hood, accessory block getting power (i.e., ignition jimmied), etc, as well as by making different sounds.
Only problem is that I think they discontinued it - I had to buy the last one online from a place out of Canada. It was something like $80 or so, and well worth it.