How is pre-wiring done for motion sensors / alarm system in new construction?
When we do drywall, if there's a loose wire (e.g. electrical line for a hard-wired dishwasher), we cut a small hole and pull it through during installation. Pretty easy to do while everything is open and you can see both sides of the drywall. Leave plenty of slack so it can be fished through the drywall before it's been attached to the wall, and the hole can be made even smaller.

The other option is installing a J-box like you would for phone or cable wires, and leave an opening in the drywall like you would for any other J-box.

For other considerations, I'm a huge fan of conduit. No need to go to every door/window, but it wouldn't hurt to run some to where you want the main key pad, to the attic, and to your telecomm connections.