You can buy alarms that don't require monitoring, but you're not going to get them from the big companies like ADT, Brinks, etc because they want to sell you on the monitoring service. I'm not sure how good these companies are anyway. A friend of mine had one and the alarm went off. They never did call him or the police.
The cost will also be higher because the other companies subsidise the cost of the alarm with those monthly monitoring fees.
That said, making your home look occupied is better than an alarm system. Especially if you're in the house. The alarm system doesn't work until the thief has already broken in.