I'm in Philly and since the city's turned, my car gets broken into, on average of once a year while parked in front of the house. The most recent occurance being this past tuesday, when looking out the window first thing in the morning, I saw my window broken, the dash ripped apart. (They didn't get the car because I have used a steering column collar since the first break-in.) I've always been against alarms for the reason you stated but, now figure if the alarm had gone off after the window was broken, I'd have heard it and possibly prevented the damage that followed. Of course, I might also now be dead on the sidewalk! Anyway, I'm having one installed as soon as I get it back from the body shop.
But, even before that, I planned to order my smart with the alarm, hoping it would help to prevent "tipping" if nothing else.