Alarm/remote start installer checking in here.
The Wrangler already has a basic alarm that will sound the horn and flash the lights if the door is opened. And the Sentry Key should be very effective in keeping the Jeep itself from being driven away.
So I'd imagine you're concerned with people breaking windows, stealing wheels, towing the whole Jeep away, things like that. To put it simply, there are three basic options:
1: There are aftermarket alarms that are made to work using the OEM keyless remotes. Audiovox AS-9234, Automate AM1 are some examples I can think of. The alarm should have a starter kill and shock sensor as standard equipment, and you can add glass break, tilt, proximity sensors as desired.
2: The Fortin EVO-ALL is a module usually used to interface with Sentry Key to add a remote starter, but the EVO can also function as a standalone alarm. It has inputs and outputs for the sensors. It's really a slick and cool piece, but the alarm feature isn't well publicized and many installers aren't familiar with it. And their programming tool is needed to set the features.
Not too long ago, I went to install a remote starter in a Caravan, a base model with no factory alarm. Client wanted to add a basic door-entry alarm. All I had to do was set the features to on, add a siren that I already had left over from something else, and profit!
3: Add sensor(s) to OEM Jeep alarm. The door-open wires can be easily found coming in from either front door, or even the tailgate wire isn't hard to find.
You can install, for example, a tilt or glass break sensor, splice its output to the Jeep's door-ajar wire, and when the sensor goes off, the car "thinks" a bad guy opened the door, and the alarm sounds. Neat, simple, and inexpensive.
You could also add a switch for when the hood is opened, run that inside, and connect to the driver door wire.