My BMW had one fitted by the previous owner, a Ghost II. It's a frickin' pain in the arse and I permanently disabled it. It jacks into the CAN bus and can play havoc with the CAN gateway communications, hence why it is not approved by car manufacturers or Thatcham. My car being significantly newer than a MK5 also has a comprehensive warranty, and the Ghost also voids any electrical malfunction claims, so was another reason for binning it off.
It also just makes day to day life more annoying. Filling up at fuel stations, or getting stuck in traffic. You have to put a silly code in before the car will move. Sometimes you just forget when on auto pilot. The disarming via Autowatch's smartphone bluetooth app (instead of a code) is awful and rarely works properly.
Are you concerned about theft then?