I have a full kit of clear perspex windows fitted to my S2 (every window except the front screen) and both front windows have the sliders in. the kit cost me £225 inc VAT and delivered, from Airdale Race Components 01423 360456.
They were a total bitch to fit too especially the rear screen, and at speed they can be a bit noisy with the wind coming through the sliders.
And as for security I cant see them being any worse than glass to be honest, If a thief wants to get in your car he will, plastic windows or not
Cheers
Paul