Wireless systems are usually a bit more expensive than a hardwired system, but if you are installing the system in an existing structure, the wireless will certainly be the least “invasive” in terms of cutting into walls and installing various components.
There are a couple of issues you need to be aware of when choosing the wireless system. The first is that almost no “real” system is 100% wireless; that is, a simple magnetically activated siren that screeches for 30 seconds or so if someone opens the front door, and that you can purchase at your local hardware store, is hardly worthy of the name “alarm system.” It might be better than nothing, but a professional burglar will know how to turn it off, and unless you are in a heavily populated area, the device will shut off before anyone has time to realize where the noise is coming from.
A true wireless system, on the other hand, is a system with a control panel, keypad, and some mechanism for either calling the authorities or for sounding continuously unless a person with the correct code is able to shut if off. These systems will usually require the drilling of a hole to connect the keypad to the control panel and will most likely need an active telephone line.
Another issue with the wireless system is that you need to monitor the lithium batteries and keep them at full operating strength.
Finally, even with a wireless system, you will have better results if you get professional help with the installation. A professional will know how to place the sensors and contacts to eliminate false alarms caused by movement of the homeowner’s pets, for example, while still assuring that an intruder will be unable to avoid detection by the sensors.