Steve,
the first thing you need to consider is what system your local Police Service subscribes to. If, for example, you fitted a system from company A but your local Police have their cars fitted with receivers from company B, they would not be able to receive the signal from your car if it was activated upon being stolen. It is most likely that if your car was stolen it would be in the county where you live, as you spend most time there, so being in sync with the Police there would make most sense.
These systems are not cheap (few hundred quid) and certain one's also involve a monthly or annual subscription although I cannot advise you on the cost of this.
I have experience of the system provided by the company "Tracker" and to be fair it is very good, but then it should be because of the high cost involved.
I would advise contacting several companies and check the benfits and charges. Also contact the Police headquarters or traffic department for the county where you live and see if they can advise you.
Hope this helps, sorry I can't be more specific about the costs but I'm not sure and don't want to mislead you.
Cheers, Clarkey