I added an alarm to mine. I have on every bike since they stole my first, and it is the only thing that consistently works. It kept my second scoot from being stolen ( probably the same little &*(&(*& ).
The Kymco isn't any more difficult to add one to than any of the others were, but it isn't exactly straightforward either ( soldering connectors piggyback and cutting one line ) - especially since some of my past scooters had connectors that you could just plug an aftermarket alarm into.
Before I put one inside though, I had a brakelock alarm, the kind that locks to the front disc ( a Xena ). That, and a good chain/cable lock served me well...