First you should break down your needs into two categories, security and alarm.
Security slows down the bad guy, an alarm (hopefully) scares them away.
Before doing anything you should check with your landlord. If you have a good relationship with them they may even be willing to help with the cost (or have a commercial account w/ a locksmith that will save you money).
For security you should look into upgrading locks you have. Bumping or raking will open pretty much any standard lock very quickly. If your landlord has the property master keyed you may not be able to do much to upgrade, and it would be illegal to essentially lock out the landlord.
If you can't change locks, look into getting some other type of chain or door stop.
From there you should look at the weakest points first: windows, areas with poor lighting... you're security is only as good as the weakest point of entry.
For alarm systems you'll have to decide if you want active monitoring or not. Check with your local PD about their policies. Some don't even respond to remote calls, and many have started charging fees for repeat false alarms.
If you decide against a monitored service, and everything is OK with your landlord, then most residential equipment from the well knows vendors should be easy to install, and will work as it should.
Camera systems have come down in price, and some of the wireless systems are easy to set up and affordable (and it's cool to check out your place from work).