I don't know about Canada, but when I checked about a year ago here in the USA there was quite a big price differential between a monitored service you can get via phone or internet connection and one that includes cellular backup. You could be paying $50 more a month for the cellular one. Whether it's worth it depends on what you have to protect, how prevalent crime is in your area, etc. I suspect any system that goes off is going to send 99% of the thieves running. You could probably find a sticker that says "Protected by a cellular system", even if you don't have one, which might add some discouragement.
I think for most people seeking one, a good system that is installed correctly, with loud sirens inside and outside the house, that is monitored in some way can be effective.
As for the OP's silent alarm so that police can catch the burglar, forget that. Police get lots of alarm calls and almost all of them are false. There is no guarantee as to how fast they will respond. You want the perp detered before he actually enters the building if possible. An alarm going off when they force a door or break glass can do that.
Same thing for the silent alarm so you can use your gun to defend your property. You want the burglar defeated before they even enter the house, by the alarm going off. Or failing that, as soon after they enter the house as possible. The gun is for last resort.
Also, some mention was made of having the alarm system contact a neighbor. In most cases, I think that is a bad idea with all kinds of problems. Ranging from the neighbor getting false alarm calls at 3AM. To, what do you want the neighbor to do? Go over and find out if a burglar is really there? How about the burglar attacks them or since the alarm should also have gone to the police, they show up and the neighbor winds up against the wall or worse?