I ran cat-6 for EVERYTHING, except for door strikes as they take a bit of power. I'm using 23ga cat-6, and I paid $77 per 1000ft. I'm pretty sure alarm wire costs more than that. I got it from monoprice.com, but I think it's gone up a bit in price.
I figure I can double (or triple, quadruple) pairs if I need to, but I haven't yet. I have glass breaks, door sensors, motions, smoke relay, speakers, etc. I have not installed the door strikes yet, but as I said, I did run larger gauge wire for those.
As far as the wires taking up more room... I have a separate wall cabinet with a 300-pair 110 block in it where I punched down everything. When wires need to go to the elk or somewhere else, I patch them with less bulky wire. This gives me the ability to use the cat-6 down the road for high speed data if I need to, or a number of other things. It's internally shielded (from the twist) and makes excellent speaker wire, video wire, or carrier for data other than ethernet (such as HDMI, HD-baseT, or serial protocols).
Yes, it's harder to work with, and if you're punching things down you need to learn a few things. But, I think it's the most future-proof wire you can put in, and it's very flexible in the different things you can use it for.