Of course the villains are going to have alarm systems of some kind in their lairs. Whether it be magical runes, a system of ropes and bells activated by trolls, or high-tech laser contraptions, it's important that you give the PCs a chance to deactivate the system and sneak in undetected.

A chance.

Transcript

[SFX]: Whooop!! Whooop!!
R2-D2: Crud. I access the alarm systems. 16!
GM: You turn the alarm off, which triggers the alarm tampering alarm.
[SFX]: Squeeee!! Squeeee!!
[SFX]: Squeeee!! Squeeee!!
R2-D2: I deactivate that! 12!
GM: In the meantime, the excess noise level feedback alarm has kicked in.
[SFX]: BzzZZZZZZzzZZZZ!!
R2-D2: Er... I turn them all off! Oh, 2.
[SFX]: Whooop!! Whooop!! Whooop!!
[SFX]: Squeeee!! Squeee!! Squeeee!!
[SFX]: BzzZZZZZZzzZZZZ!!
[SFX]: AwhOOOga!! AwhOOOga!! AwhOOOga!!
PA System: Attention all personnel! This is an alarm trigger alert. This is not a drill!
PA System: Not only is this not a drill, it's not a drill that we're pretending is not a drill!
[SFX]: AwhOOOga!! AwhOOOga!!
[SFX]: Whooop!!
[SFX]: Squeeee!!
[SFX]: BzzZZZZZZzzZZZZ!!
C-3PO: I'm pretty sure this does not match the definition of "sneaking in".