Any of the alarms made by DEI (Directed Electronics). You've probably heard of the Viper brand, as it's probably the most popular. DEI makes Viper, Hornet, Avital, Clifford...etc etc etc....all outstanding alarms. A guy at work just had one put on his truck a couple of months ago (A Hornet alarm). Really nice system....has the standard shock sensors with glass sensors built into the shock ones, and he opted for the 2-way system with the 2-way remote that will beep or vibrate to alert you if something is wrong. His also has remote start. Little thing even tells you exactly what sensor was tripped if somebody tried to break in.
He's got an older truck with no factory security, so it was relative inexpensive to have installed (definitely a project best left to the pros...plus the warranty from DEI is void unless an authorized DEI dealer does the work)...I want to say it ran him somewhere around the $500-600 range out the door. On the KJ however, it might be a bit more, as i'm almost positive Chrysler put the chip in regardless of if you got the factory Sentry system....and this chip has to be bypassed with a special module, and I hear that module is quite pricey.
Call around to some of the custom car audio shops...a lot of them do alarms and are authorized DEI dealers.
http://www.directed.com/ <-----The link to DEI's site with all their products.