1. A security system with an object locator feature, comprising: a user interface device including a user output component and a user input component, said user input component is adapted to generate an instruction for controlling at least an operational status of the security system and generate an instruction for producing an alarm signal; a memory associated with the user interface device for storing identifiers for electronic tags associated with a plurality of objects, and storing descriptive information for the plurality of objects; wherein the user output component provides the descriptive information to a user to enable the user to select at least one of the plurality of objects via the user input component; a control responsive to the user input component for retrieving, from the memory, the identifier for the electronic tag that is associated with the at least one selected object and for controlling the security system based upon the instruction from the user input component; and a transmitter responsive to the control for transmitting a wireless signal encoded with the retrieved identifier, wherein said user interface device, said transmitter and control are integrated in a security system keypad.