The first question you have to ask is do you have the time and experience to install a DIY system yourself, or do you want a turn key system.
If the latter, then call a reputable company to install and monitor the system. Your homeowners insurance company may give you a discount for a professionally monitored system.
If the former, buy a security system that will protect your family and home, and will provide the capabilities you want.
In both cases, make a list of what existing infrastructure you already have (wiring, sensors, etc.), what capabilities you want (alarm, lighting, cameras, etc.), and set a realistic budget. Don't go cheap where your family and property are concerned.
In my case, I went the DIY route. I prefer being able troubleshoot and tweak the system myself vs someone else who will overcharge me and try to upsell me every chance they get. I had an existing cheap builder installed security system with hardwired sensors/keypads. I replaced the security panel with a DIY Elk M1 Gold system and added Universal Devices ISY-994i Insteon/Zwave lighting and lock control over time. Cameras and a NVR added later.