Wireless is gonna hit ya in the wallet depending on how serious you are for busting a perp.  A lot of folks don't realize beforehand is that, unless you're watching it live or can readily identify a badguy, what you end up with is a video clip showing your stuff being stolen. 

Sooooooooo, it's a cost/benefit equation.  How much you wanna spend? How's it gonna help?

This is a neat little set-up!
http://www.radioshack.com/product/index.jsp?productId=2938148&numProdsPerPage=60

You may want some sort of recording capability, just add monitor/TV.
http://www.radioshack.com/product/index.jsp?productId=11645665

If ya take your time and think it through then you may end up with a badguy and your stuff back without too much time/trouble/expense.

You mention another cost/benefit consideration though. 

Is this gonna be a one-time-good-deal sorta thing?  If so then you may wanna go as inexpensive as possible.  If your thinking is long term then drop a little more coin and get ya something that'll last.

I have something similar to the second one around my house.  A pair of night vision capable cams and a small-ish DVR with motion detection recording. 

Went on the cheap the first time around and things didn't last the first winter.