Installing and servicing your own security system can be very simple, with a little help. The top security system manufacturer's in the U.S. are Honeywell, DSC, and GE Interlogix. I've made easy to follow guides for all three that cover their wiring, programming and operation. Also included are the manufacturer's provided installation and programming guides.
DSC systems are very popular with do-it-yourselfers due to their easy programming and product availability. Unlike Honeywell panels, DSC panels can be programmed from any keypad. Make sure to purchase a kit that includes a wireless capable keypad to allow the use of wireless devices.
Honeywell is the largest supplier of security products used by alarm companies in the United States. They do require a more expensive custom alpha keypad for system programming, but custom alpha keypads are pretty cool, so they're well worth the extra cost.
GE / Interlogix equipment is popular with both alarm companies and do-it-yourselfers. They're among the most configurable control panels on the market. Use my how-to guides to get started, then expand or customize your system to meet your needs.