I'm in the investigations and security consulting business, so here's a few of my opinions I give my clients. (caveat: I do not sell or install security systems or cameras, but do refer them out on occasion).
For high end clients and businesses I recommend going with a commercial installer and/or monitor. Biggest drawback is high costs (equipment & installation).
For "normal" people and small biz I say just like some of the others above - get a do it yourself system. Sams/Costco has some ready made set ups that are not bad and at the right price points.
Fry's has some too, plus many build it yourself kits that can be customized to your needs. It's what I would go with.
You can buy some online, but there are alot of shady vendors out there that will sell you chinese crap that will die quickly.
Also check out
Security Cameras | Video Security Camera System | CCTV Video Surveillance Systems for an online vendor that is pretty good. I've bought and used a few systems from them over the years (including body worn surveillance systems).