A few other suggestions. I know that this is the case in 99% of new construction, but have an attached garage. I have an older house with a detatched garage and transitioning from the car to garage to house is a time when I feel somewhat vulnerable. Along with that, make sure that the door from the garage into the house is just as sturdy as the exterior doors, and consider reinforcing the walls between the house and garage so that someone can't simply kick through the drywall to get into the house from the garage.
If you're considering an alarm system, it is a lot easier to have it installed when the house is being built, rather than waiting until afterwards! To that end, I have seen suggestions about making it a zoned system, so that you can activate the system in different ways - exterior only (for when you are home and inside); exterior plus yard (so that you can use the house and yard with the system still on, but with monitoring for the back door turned off); and fully alarmed (for when nobody is home).
Going to the issue raised by Superhouse, if it's within your budget, I'd seriously consider the sprinkler idea. Also, have a smoke alarm installed in EACH BEDROOM, wired into the main alarm system. Unfortunately, kids are not always awakened by alarms, so you need to plan out how to get to them if the alarm goes off. For this reason (and for getting them to cover if someone does break in) I would also recommend having all of the bedrooms together in one area in the house. Again, my house is older, and the bedrooms are split between two floors, which would make this a much more difficult prospect here. Also try to avoid having any bedrooms be in the line of fire if you should ever need to shoot from the master bedroom area - have the other bedrooms either be behind the master, or to the sides so that the approach is clear.
Finally, in light of the way that energy prices are going (!), I would definitely consider various "green" building techniques, such as using 2x6 exterior walls (to increase the amount of insulation that can be installed), higher quality windows, a tight building envelope, and high-efficiency appliances (such as furnaces, refridgerator, and a tankless hot water heater). Most of these additional costs will pay for themselves in just a few years (my brother's new high-efficiency furnace and a/c should pay themselves off in about 5 years, just from the savings on their utility bills).
Best of luck!