During some research on surveillance in the London Underground, I learned about efforts there to get people to look at the cameras. A camera was installed at the top of an escalator and a variety of techniques (visual, audio) were tested. It turned out that the most obvious was also the most successful: A simple "psst." The sound was beamed in a directional way by a small speaker located near the camera. Everyone looked. Don't know if it is active use - probably of limited value once people get used to it, but break-ins are "one off" events (or close to it), so you might have success if you coupled it with a motion detector.