So, you want to install a new home security system, and you want to do it yourself. But where to start? The easist type of home alarm systems, installation-wise, are wireless alarms. Wired alarm security systems involve drilling up the walls, running cable through them, and other noisy, tedious chores that the spouse might not appreciate. Wireless systems usually just involve messing around in one wall (connecting the control panel to the power outlet--that's one cable you won't want to leave out for a would-be burglar to simply unplug).
With wireless systems, it can be as simple as buying a kit and hooking everything up. However, if you are considering a monitored home security system, or a system that calls/pages you when something is amiss (requires hook up to the telephone system), installation will be more complicated, even with wireless.
You'll want to make sure and read the alarm specs carefully before you buy to ensure the installation is something you can handle yourself. For more complicated residential alarm systems, you may need the help of a certified technician (the law in your area may even require it).
Here are some resources with more information on the topic:
Browse Wireless Security Products
Home Security
How to Install a Wireless Home Security System
How to Choose A Home Security Company