It did not look like the plain, remote-keyless option included the Sentry keys. I went the extra few hundred dollars to get the security package which definitely does. I'm not sure how good the alarm part is, but I've heard that Dodge's Sentry key is hard to defeat. I'd rather have it and never need it, than kick myself for not getting it if something happened.
These keys are quite expensive ($70-80) to buy (must be from a dealer), vs. the regular ones which you can get copied at any hardware store. (BTW, you can use a regular copy (without the chip) to open your doors, it just can't start the engine).