First of all, nothing calls the police. What your friend found is a company that will monitor your alarm The monitoring company calls the police or whatever instructions you want them to follow. the 19 bucks per month covers the monitoring fee, the installation of the system is another story. Voice dialers are available but if you point them to the police you will most likely end up with the police knocking at your door with a not so friendly disposition (And not because your place was broken into)
As far as choosing a system. Light control is definately an option. For cheap and troublesome X-10 has add on components that will control your lights with a simple dry contact or siren output. This requires a module that communicates to special switches. I say troublesome because, although the technology is really kinda cool, it is the cheap version and often goes funky. (Lights come on for no apparent reason or don't come on at all). In some applications it works fine, others troublesome This is the risk you take for buying cheap.
For the security system part, I would definately suggest you stay away from anything wireless. Unless of course you are a sucker for punishment. For more info on the reasons I hate wireless security systems see my rant at http://ezinearticles.com/?Wireless-Security-Systems---The-True-Cost&id=562150
I have also posted some articles on security systems in general as well as ways to help protect your home with non-electronic means. These can be found on my website at http://www.keepsafesystems.ca Protection101 and false alarm info should be of interest. There are also various other tidbits in the archive. Mostly stuff in progress ad other little titbits. I recently added a section called Q&A which posts some of the questions I answered through here.
http://www.keepsafesystems.ca - KeepSafe Systems installs services and provides alarm monitoring services for security alarm systems in the Vancouver area of the Lower Mainland Fraser Valley British Columbia.
The KeepSafe Systems service area includes but is not limited to North Vancouver, West Vancouver, Richmond, Delta, Tsawassen, Ladner, Surrey, Cloverdale, Abbotsford, Mission, Aldergrove, Maple Ridge, Haney, Port Coquitlam, Coquitlam, Port Moody, Burnaby, New Westminster, Kamloops, Kelowna, Courtney, Comox, Nanaimo, Lions Bay, Squamish and pretty much everywhere in between.