I know I sound like a broken record, but anyone who owns a Skyline and doesn't have an alarm deserves to have it stolen and just causes all our premiums to be sky-high.
MINIMUM should be a decent pager alarm (so you get notification from up to 1km if anyone even goes near your car), with 3/4 immobilisation points, a kill switch (I have 2), AND a Club Lock. I believe the Club Lock is the MOST important, as more often than not thieves will see it and think "too hard" and move on to the next car.