Be careful in your shopping - some vendors (Brinks and ADT both do this, I believe) will "sell" you proprietary alarm equipment which can be used only if monitored BY THEM, and which cannot be monitored by any other alarm company. In fact, one of them (I forget which) even sets it up where all you are buying are the sensors and wiring, but the controller remains their property such that, when you cancel monitoring with them, they can come take away the controller.
Shop several local alarm contractors, and they can tell you about getting a system installed which can be monitored by a number of different methods (phone line, cellular, etc.). You'll likely find that there are several companies with monitoring stations in your area, and you may find that the locals will know your area and the local authorities better, as well, potentially improving your chances of timely and effective response by police/fire if needed.
And, of course, if you get a system installed, which can be monitored by any monitoring station provider, and you decide that you want Brinks or ADT or whomever to monitor it, they will still be able to do so- without you having to buy their crippled controller.
Summation:
1. Secure estimates from several vendors, comparing their recommendations to what you want protected (ie, what sensors, etc.)
2. Verify that the equipment to be installed will NOT be "tied" to the quoting contractor's monitoring
3. Verify that you will own the entire system;
4. Verify that the system will function even without monitoring at all;
5. Check reputation of the contractor and monitoring agency with local authorities (if you live in a small enough jurisdiction for them to actually give a crap).
In Dallas, the police don't even roll to alarm calls until a monitoring company has had a private security guard check it out first (!), so unless you have a security guard nearby, monitoring is a waste of time anyway. We have a security company providing neighborhood patrols, now (very good outfit), and they monitor for us now, but used to be I just had our alarm to make a lot of noise (and boy, does it ever!). The "loud noise upon entry" is, to my way of thinking, the principal value of alarm systems, not the response (if any) later.
$0.02.