Thanks for the tips everyone.
As for a local company I imagine they would just contract out the actual monitoring to someone else? A quick look on Smart Pages turned up one company located in the next town over. What are the chances that there is actually a manned station that close by? Does it really make a difference?
As for lights and stuff... yeah. I'm planning on making the alarm as annoying and loud as possible, both audibly and visually. I'm looking at X-10 to turn lights on and stuff. Maybe a disco ball and strobe light?
Some day I'll just buy a house with a moat...