The most cost effective solution is to make your house undesirable to break into. Security systems are still invisible to your average smash and grab burglar, which the sign may deter. The more experienced criminal can use your security sign against you if they know the workings of that particular system.
Motion sensor lights, keep your house maintained, kick proof doors or at least deadbolts on all exterior doors.
Other than that a lot of security is just common sense. Don't leave valuables in plain sight, don't leave packaging for expensive electronics out on the curb (large tv box), leave easily accessible windows closed when you are away....I could go on.
Then if you are still set on cameras, alarms, monitoring services, bodyguards....ask yourself why do you feel you need all of this.