Ok what you could do is this...
Get a Siren and Ground it then run a powerwire to the a switch of your location choice then from the switch to either the battery or the +12volt constant either in the keyswitch or going to the fuse box. make sure you fuse it with like a 10amp fuse..
you will want your siren away from whereever your battery is becuase if someones under the hood all they would have to do is rip the wires out of it.. then you would Disconnect battery and throw switch to on position. Just remember that if you dont turn the switch off then when you connect the battery its gonna go off.
You could also do a starter kill off of that i guess if you wanted to soo if the Siren is going off then it won't let the car start. Tad more complicated but it could be done
