I have a big, old car.   Unfortunately where I live thieves are starting to break into random cars overnight, to steal stuff, riffle through the car, or attempt to steal the car.  Is there any cheap system which will detect the break of glass or the unauthorized entry into a car?  I doubt I need a fancy system but I'd love to be able to hear noise in my house if someone breaks a car window.  

No garages here, and little off-street parking.

Of course.

There are only about a gazillion types of car alarms out there.

My truck has no alarm but I do have a magnetic kill switch on the fuel pump. It'll usually start but die pretty fast.

Don't keep anything in your car except a sacrificial $20 bill inside the center console. Leave it unlocked if break-ins are really bad.

One thing the fuckers are stealing around here are Catalytic convertors. On my particular truck it's about a 5 minute job with a sawzall.

If you can kill them and not get caught make sure you do...

get a paging style car alarm. wire it so it is sensitive that if something taps your car it goes off. i parked on the streets of milwaukee for 3 years while in school there. if my alarm went off i would get my 500 lumen light and see what is going on. 2 times there were "disadvantaged youths" circling my car like piranhas.  they fled like cockroaches in a light when they got lit up.
do not confront anyone over a break in. the legal ramifications are just not worth it.
make your car a hard target to break into, and do not give them any reason to want to break in. a blinking red LED in the center of the car does wonders to deter a thief. a alarm is better though.
i personaly have 2 sirens, one inside and one outside of the car. the outside one is always turned off at night unless i am not going to be home. your neighbors will key your car or fuck with it if you have a alarm that always goes off. so dont be that guy. this is where the internal siren comes in. a thief will set it off and move on. no pissed off neighbors, and you still know your car is in trouble as your pager will go off.
hope this helps.
google paging car alarm to find one that fits your price range.
mine was from the early 90's called autopage. so i have no idea about current makes/models

The problem I see with audible car alarms is that no one ever pays attention.  Honestly, if you heard one close by would you even bother to look out the window?  I set mine off every few months cause the buttons get pushed in my pocket accidently.   I do like the idea of a silent pager type.  The best advice, as stated above, is don't make your car a target in the first place.  I had a friend who lived in a bad part of town and he actually had better luck leaving his car unlocked cause his windows kept getting smashed in.

Thanks for the ideas gentlemen.  Looks like I will be paying for an alarm system very soon.