I guess it depends what you want it to do.
There is no system that will prevent damage / theft from the car, or in fact theft of the car.
The OEM system is Thatcham CAT2 (or so my insurers tell me) so it is fairly effective, however, there is some doubt about it given the recent RS4 thefts.
I have tried a few systems on previous cars including Clifford (which I thouroughly don't reccommend due to false triggers, irritating faults and fiddly adjustment) Toad, which was simple and effective, but apart from the siren being louder, did little more than the OEM system and another, the name of which I forget. They all tend to annoy by trying to do too much and if you buy a top spec clifford, you'll probably switch most of the features off as they are really irritating. Particularly avoid the proximity sensor, it hasn't worked on 3 hard top cars I have tried it on with any usefulness. The only useful application was on a convertible. Remote start??? Yuk, means leaving the handbrake on all the time and the car out of gear /ubbthreads/images/graemlins/frown.gif
My view - put your money into tracker or similar, keep OEM system and save the hassle and irritation of these systems.