I agree with the others whom are dubious about the siren being the cause of the battery drain. It is not usually a common problem when the siren is not in use.
However, to comment on the various switching schemes that were discussed, I actually have 4 different key operated switches wired into my console so that I can actually take the keys out and prevent people from turning on the master switches. One switch controls my lighting control boxes, another switch controls the siren, another switch controls my radios/scanner while the last switch is currently unused. On each switch there are 3 positions, off, on with accessory power and on constant. This allows me much the same functionality that can be had from the person talking about the double throw switch while adding that extra feature of being able to remove the keys and electrically lock out all of your equipment. Very handy if you ever have to bring your car to a shop or god-forbid loan it to a friend.