I have one. When I lived with my parents we never had one, only had one B&E and it was one of my "friends" so it was not really random. It was a one time incident. When I moved to my house I got my car broken into twice and my garage broken into once. I use "broken" loosely here, because both times my car was unlocked because I forgot to lock it, or they found a way to unlock it without breaking the lock. Garage door opener was in the car /facepalm.
So after that I decided to get a security system as I think they were testing me to see how far they can go, and the house was most likely next. Not only would my server's data and my belongings be in danger, but my cat would also be in danger.
I also feel much safer with an alarm system. When I would leave the house for an extended period of time at night I was always nervous every time I came back, wondering if I got hit. The neighborhood is rather quiet, but there is lot of vandalism and stuff, so I think it's people who know it's a quiet neighborhood so it's more targeted.
My next step is a few cameras as well. I want to be able to monitor from work when I'll be doing 12 hour night shifts.
And to those who say dogs/guns:
Dogs: A criminal will just shoot it. Do you really want to put your pet in the front line of danger? Don't depend on your pet for your own safety if you care about them.
Guns: Kinda useless if you're not home, and if you are home, they'll probably shoot first.
My alarm system also monitors basement water, and fire, so I also have that piece of mind that if something happens while I'm not home I'll get a call on my cell. If I don't have my cell they'll just send the fire dept.