For a Z-Wave thermostat, the GoControl/Linear/RTC CT-xxx series thermostats are great, cheap, highly configurable and easy to integrate. The ZTS-500 series thermostats are also good but more expensive. You can also look at Nest, EcoBee and other utility specific integrations.
For Sirens, I would recommend the (Lowes Utilitech also sold as GoControl and some other brand names I believe) Siren, it’s one the best and has great battery life. You can also look at the Vision Siren that you can buy at www.thesmartesthouse.com
Range Extenders, JD has given you a great guide to check out.