If you'd feel comfortable installing a complete stereo system - i.e. removing panels, running wires, installing speakers, maybe drilling into sheet metal, etc. then you'll have no issues installing an alarm system. If any of that sounds like too much to do by yourself, I'd recommend taking it to an auto alarm place - they do this stuff day in and day out and a lot of places give free or discounted installations, so doing it yourself might not really save you much money anyway.

I have an aftermarket alarm with remote start and remote window control. (I also have Tone's popper, but I don't have an extra channel to program it to on my alarm.)

Keyless entry and remote start are features I've had installed (all aftermarket) in my last 3 gas vehicles (the diesel Jetta won't get remote start). Certainly not essential, but VERY handy, IMO, especially in the colder months.