Alarm Horn

You don't want a steady horn sound.  You want a Honk, honk, honk sound (as opposed to a hoooooooooooooooonk sound)    :)

Most alarms have a horn honk output that you can wire into the horn and can also usually program them to honk ONLY when the alarm is triggered.  That way you don't get the horn double honking everything that you lock your doors.  If you're car doesn't have a horn honk output, you could wire a relay off of the parking light flash output, but I'm not sure that's a good idea.  If it was me, I'd probably try it anyway, just for the hell of it.