You have a number of choices. One thing I could not find was a system that could upgrade my alarm, immobilise and be operated from my key. (edit: and meet australian standands)
Just a guess here but I think it would have something to do with different cars have different remote controls and you can not guarantee that the remote would be the australian standards.
The one I found that I liked was from cyclops
http://www.dynamco.com.au/ which are sold at strathfield(yeah I know many people dont like strathfield). That upgrades the alarm and the immobiliser.
As I had already done an alarm upgrade, I was going to go the above system, but after catching on that it does not have a certificate to say it meets aussie standards, I will probably just find a nice aussie standards compliant transponder type immobilisr (thus no extra button to press to diable the immobiliser).
Remember upgrading the alarm is great - if the car is somewhere it will be investigated - but having an immobiliser might actually stop them from driving off with the car.
If you immobiliser, check your insurance comapny likes what you are doing, sometimes they give a discount for having one, other times they might waive an extra excess if your car is stolen.
Also for reference, the current VX immobiliser was given a 0 by RACV in therir ratings, so obviously holden still have not gotten it right.
Hope that helps, its just about everything I found out in regards to alarms/immobilisers in the last fortnight
Cheers,
Stewart