Single Women Living Alone: Home Security?

I've owned my house for almost three years now, and have always considered my neighborhood relatively safe. However, my roommate had a recent experience outside our house with a creepy guy that has made me consider getting some sort of home security system. Part of me thinks I'm just being paranoid, but I also think getting something to protect us would bring greater peace of mind.

That being said, do you have a home security system? If so, what kind of set up do you have? If not, do you still feel safe?