Wireless security systems are a good way to go in apartments where you don't want to start drilling into walls or otherwise leaving marks that the landlord won't appreciate. Alarm Systems for Your Apartment is a short article offered by about.com that explains various options such as motion sensors for doors and windows, panic buttons (remotes that call for help when the alarm is triggered), and wireless home automation such as timers to turn on lamps at specific times of the day or night.
While you're there, check out Apartment Security When Shopping, Apartment Security Tips, and Apartment Security On Vacation.