These kinds of transmitters use very little power when not transmitting.
http://www.sparkfun.com/products/10534Build up a minimal arduino from a 168 or something smaller with power from 3.7V LiPo battery.
Burglar alarm creates a low interrupt to wake the minimal arduino from power down sleep mode, it transmits,then goes back into sleep mode.
Can add a 5V source battery charger chip and recharge the battery every couple of months.
I do the same with a 3.3V promini as a remote control. Biggest drain is the power LED when its waiting around. Thinking about rebuilding it like above.
I used the 434 MHz version of this
http://www.sparkfun.com/products/8945,
will see what that datasheet has for power when not transmitting. I recall it has some time listed about waking up to first transmission.