I'm not a fan of "let's extract consumer surplus by scaring them and getting them to pay a monthly fee" type alarms that call to report a break in. What I've got on my out buildings are simple, battery backed up alarm systems with glass break and motion sensors, with loud sirens. The goal isn't to let you (or the cops) know, because for the most part, once you know it's too late. The goal is to let the bad guys know you know.
My alarms trigger an external siren, piezo screechers inside the building (those things are painfully loud) a blue strobe light on exterior wall facing the house, in addition to keying the mic on a radio (as loud as the sirens are, it's not easy hearing them from inside the house).
If you're concerned about paying someone to come in to your house and get a chance to scope it out while knowing the alarm system type, location, etc, these things aren't that complicated to install.
And if, like me, you live in a rural area on some acreage, and you want to know what's going on before a break in, check out a nifty little product called "the reporter".