we've got that

you have a dedicated phoneline hooked up to the alarm
if it goes off, plod come double quick time

but you have to cove the cost of the rental and stuff so it's not worth it if you don't have a lot worth nicking and can't afford it

if you have up and over shutters then bollards to stop ram raiding would work but you've have to have them both inside and outside the shutters
if you have a sliding door with the scissor action straps, just put some bars across and secure them, no WAY that doors going to get pushed open and it's easier to break it

but by far the best method would be to have lots of bright visable secutiry to deter them in the first place

also, think of the walls, there was a unit round the corner where they simply used a sledge hammer to break some of the blocks through to gain access and steal loads of stuff