You have 3 options.
1) small cheap gadgets that you stick a contact on the wall, and corespoding door/window. - Very cheap yet totally not practical. (everytime u need tooo turn all on... all off)
2) Wireless systems that are so-so. as most of wireless technolegy get interrferance, has a limited range, and requires maintance (battery changes...)
3) proper wired system
-@OP why isn't wired an option?