Just to add some clarity on the supervisory question... On a non-supervised zone, the panel always sees it as being a closed circuit (assume normally closed circuit)... Say this is on your window, and you have wood siding... Someone pulls a panel off your siding and finds the wire, peels back the sheath exposing the wire, and shorts the two wires together... They can then open the window and it'll still look closed because the wire is shorted now just as what the sensor would do.
Now if you had an End Of Line resistor for supervision, the contact would have a resistor between it and the alarm panel, so if someone pulls the above trick, the panel goes from seeing 2100 Ohms of resistance to 0 resistance, indicating tampering.
Hope that makes sense... basically it's an extra safety in case you're worried about someone getting to your wiring and tampering with it. The alarm installers I've talked to don't bother unless there's a reasonable expectation that the wire can be gotten to... and use things like Glass Break and Motion sensors instead.
It all comes down to how smart of a burglar you're trying to stop, and how much time/effort you want to spend stopping them. Realistically, I think most people hope for the deterrent factor to kick in before any of the rest matters.