Whats realy embarasing is when you have an aftermarket alarm that auto locks after 30 seconds. I had that set and sent my car through a car wash with the keys inside. Boy was that a fun experience. The guys at the dealer had to jimmy my car so I could get my keys out. Then I was finaly after about 3 minutes turn off the alarm
As for people ignoring alarms, I make sure I get an alarm that has a distinctive alarm. I don't get one of the common best buy/circuit city type alarms that all sound the same. Also, I have an alarm with a 2 way remote so my remote goes off. I also have it set so its not very sensitive so when it goes off I know its not a false alarm. I also make sure when it goes off I go out and check out my car just to make sure someone isn't "testing" the system.
Also, don't rely on insurance. Sometimes they don't pay 100%. And often they don't cover what was in the car unless you have proof.