I have an 09 Road King with the factory security system. I read about guys buying a piezo alarm at Radio Shack and installing it in the same circuit that blinks the turn signals when someone dinks with your bike. I bought one and got the manual out to install it. Then I read a blog about the smart siren from HD. I took the seat and side covers off to see what was there and when I saw the cubby hole and connector already there I opted for the HD factory unit. It is pretty inexpensive. And the remote FOB isn't that much either. It was so easy to install. Took a little reading to get the remote FOB to work. I'm old and some of these electronic gadgets are a little tricky to program. Once I followed the instructions to the letter, it worked just like it was supposed to. Now I can go to an event or a hotel and if someone dinks with my bike, it'll page me up to 2 miles (the cheap unit).
I bought the Lojac too. I think that was a mistake. I had to drive about 10 miles from the house w/o the Lojac FOB before it would send a message to my phone. By that time, they'll be in Mexico...
The only tricky thing you have to know. When you want to work on the bike and remove the 40 A fuse. You have to turn the ign key on before you pull the fuse or the siren will kill your ears and wake up the dead. It has its own battery so even if you pull the connector from the siren box, it still goes off and you will play heck trying to stop it.