I decided against GPS because it's line of site to the satellites. While the unit is out in the open, it's easy to track, but if it gets put into a metal building, the gps is useless and the only way you'll find it is if you can convince the bad guys to let the cops look in their building without a warrant, or you do it yourself. The Lojack was priced at about $500, including installation, and has no monthly or yearly fees, and you aren't charged if you have to activate it (report it stolen.) They also suggest having it checked every 3 years, which costs $75 and includes them coming out, testing the unit, and replacing the built in backup battery. All 3 types of units have their ups and downs, but for me, Lojack seems to be the best one.
GPS offers more precise tracking, and doesn't rely on towers, but doesn't work under heavy cover or buildings.
Cellular types offer cheaper service, will work in some buildings and under some cover, but don't work if there aren't cellular towers in the area, which is true in my case.
Radio Frequency (Lojack) works under heavy cover and in buildings, offers better coverage than cellular (basically, if a pager will work in your area, so will Lojack), but isn't as precise as GPS and requires the police department to have the tracking equipment. In my case, the local PDs average one tracking device for every 4-5 cars, so I'm pretty confident.
To each his own, Lojack just seems to be a better fit for me.