I've been involved with electronics related work for many many years. From way back in the "relay control panel" days...
When electronic chips and microprocessors first came out, all the equipment needed to program and build your own circuit boards cost thousands of dollars. I wanted to play around with this, but could never afford it...
All that has changed! A company called Parallax now makes a product called "What is a Microcontroller? Basic Stamp kit". And this is sold at Radio Shack or on the parallax.com web site store (in the Basic Stamp / BASIC Stamp Programming Kits area) for $70.
And that is all you need! It comes with a serial cable to connect to your PC and the programming software editor. And you can program it from your PC.
Note: If you have a laptop without a serial port, there are problems with USB to serial adapters which do not work (like the kind which sell for $40 in office supply stores). But on the parallax.com store they sell one which works in the Accessories > Cables/Converters area for $15.
Anyway I've been having fun playing around with this. Making LED's flash and so forth. But then I noticed all the sensors and communication add/on devices you can get to add to this circuit board. This would be in the Sensors and Accessories / Communications areas.
They even have RFID readers and Bluetooth add on boards! (Thought you guys would be interested in that stuff...)
The Basic Stamp microcontroller is very easy to program, but this is a very simple microcontroller. It can only do one thing at a time. So you can't be making a sound on a speaker and at the same time check to see if someone is pressing a button. Or if you do, you need to get the timing just right.
They do make other microcontrollers which are faster or have multiple processors in the same chip (Propeller), however those would be more complex to program. The Propeller chip can include "assembly language programming" which is very advanced programming - not for beginners! If you are new to programming, I would start with the Basic Stamp What is a Microcontroller? kit.
Then I would not use this stuff to "reinvent the wheel". If there is a security product out there which suits your needs, it would probably be tested and designed to prevent false alarms and so forth. The wireless products would probably be better designed with low battery alerts and so forth. So best to use those products if they are available.
But I know every now and then in the security business you get a customer who says "Can you do this?" or "Can you do that?", then no product available for that... Now maybe you can build your own!