No alarm will save ur stereo. U can get a rad brant $3000 alarm, but unless u keep a bbb (big black guy) in ur car at all times, the theif will simply ignore any siren and continue to plunder ur gear.
The best defense is a good offence -- use tinting and hide ur stuff. Also bolting down of headunits is a bad idea. Thiefs (read: junkies) will totally destroy ur dash/surrounding equitment in order get the unit free.