Rejas and Alarms are another deterrent, the more deterrents you have the more likely it is they will go somewhere else
As to whether the Rejas are better concreted in or bolted depends on the type/size/length of bolt and the type of wall, solid walls with good fixing on the inside of the window wall should be just as good as cemented in ones, don’t forget to tell the installers to put some weld on the bolt heads, also you realy want solid metal and as large diameter as you can afford/want to see, ones that look thick but are tubing can be bent/cut much easer.
For me wireless alarms are not the way to go, they cost more for the same quality components as wired alarms and are more prone to false alarms due to battery problems/drain with the sensors, as has been said alarms are only any good if someone will respond, if you have neighbours that live close to you and would not mind if you had an activation at 3am going and having a look then audible only should be ok but the best systems are monitored 24/7 and most security company’s will for a small extra monthly fee add security guard protection, i/e if it goes off they will go there straight away and be in contact with the police, again this is better if the company is local but anything is better than giving people all the time they need to take what they want.