There's plenty of decent alarms out there, the pricier ones have a pager, but the transmit range on them is pretty crappy from what I understand.
Seems most people go for the Scorpion line of m/c alarms, but they are expensive.
Cheap... but slightly more glamorous than the ashtray idea... On my previous bikes when I was young, single, and had too much free time... I used to mount a mercury switch under the seat, connected to the battery via a wire with an inline fuse... and the other end to a piezo speaker (also mounted under the seat) which would then go to an on/off switch mounted (hidden) where I could reach it under the rear fender.
I would mount the mercury switch to an angle where the alarm would go off immediately after someone started to straighten the bike off the side stand.
Parts are pretty simple...
1. Mercury switch
2. Inline fuse (with wire to connect to battery)
3. On/off switch.
4. Piezo alarm.
5. About 6 inches of 16 gauge wire.
All for around $15
Park the bike on the sidestand, flip the switch, and walk away.