You're almost describing the Ademco Model # 100 panel that was being installed about 50 years ago. except that the 100 panel had a realistic battery. If by "reasonably loud" you mean you want it to alert your neighbors (instead of just waking you up in your bedroom), then 9V or AA batteries aren't going to hack it. A battery of "D" cells _might_ work for you (I've used them in a pinch for a temporary hack until I could return with a proper battery). But if you use, for example, a 4 D cell battery, be prepared to replace batteries frequently if the system actually sounds the siren for 10 or 15 minutes for an alarm event.
As far as what protective devices you plan to use, it matters if they use an open loop (loop closes to trigger an alarm) or closed loop (opens to trigger an alarm). The Model 100 used a closed loop and used a "reversing relay" to incorporate open-loop devices.
The Ademco 100 consisted of two relays, a key switch, and terminals for the "protective loop" circuit to whatever device(s) triggered it. It used 4 BC primary cells, the size and shape of a tall-size beer can. By the time the 80's rolled around, everybody was using sealed lead-acid batteries in conjunction with a wall-wart-powered 12VDC power supply, easily available from alarm supply stores or eBay. Or you can go with a 6 or 12V "lantern battery". Over a few years time, the rechargable system costs less, which is why it prevailed in the alarm industry.
You might want to incorporate some kind of protective circuit status indicator to let you know if you can arm your system without sounding the siren because someone left a table leg on the floor pad or left a window cracked open. It can be embarrassing to wake the neighborhood if you arm late at night.
,
Also, you want to check to see what the local ordinances are, concerening sirens: In my area, a cut-off timer is required so that sirens don't sound more than 15 minutes for an alarm event. And I've known neighbors to band together and tear down a siren or break into a house when no one was home to silence it in the wee hours of the morning. Most municipalities around urban and suburban areas have fines for non-compliant sirens, and escalating fines if you have multiple false alarms in a given year. This was, unfortunately, brought about by a booming alarm business and the resulting poor installation practices of inexperienced new dealers ("trunk slammers") during the 80s. False alarms were driving neighbors and police departments crazy.
Speaking of which, alarm systems look simple and they are, but there are a multitude of ways that they can generate false alarms even when they work as designed. Component failure is the least common cause of falsing. Expect to work out a bug or two that you didn't think about.
I'd estimate you can buy a reliable 12VDC power supply and siren time-out module, along with your other control panel components, for about $35-$50 (based on a quick eBay search). For about the same money, you can buy a used (and reliable) brand-name keypad and control panel that has the power supply and time-out feature built in. It can be programmed via its keypad for open-loop or closed-loop devices.
Just letting you know your options, if you're not emotionally invested in building a panel yourself.
If you decide to go with a used professional-grade panel, let me know and I can direct you to reliable equipment.