Auxiliary station alarms automatically cause an alarm originating in a data center to be transmitted over the local municipal fire or police alarm circuits for relaying to both the local police/fire station and the appropriate headquarters. They are usually Municipal Fire Alarm Boxes are installed at your business or building, they are wired directly into the fire station.
Central station alarms are operated by private security organizations. It is very similar to a proprietary alarm system (see below). However, the biggest difference is the monitoring and receiving of alarm is done off site at a central location manned by non staff members. It is a third party.
Proprietary alarms are similar to central stations alarms except that monitoring is performed directly on the protected property. This type of alarm is usually use to protect large industrials or commercial buildings. Each of the buildings in the same vincinity has their own alarm system, they are all wired together at a central location within one of the building acting as a common receiving point. This point is usually far away from the other building so it is not under the same danger. It is usually man 24 hours a day by a trained team who knows how to react under different conditions.
A remote station alarm is a direct connection between the signal-initiating device at the protected property and the signal-receiving device located at a remote station, such as the fire station or usually a monitoring service. This is the most popular type of implementation and the owner of the premise must pay a monthly monitoring fee. This is what most people use in their home where they get a company like ADT to receive the alarms on their behalf.
A remote system differs from an auxiliary system in that it does not use the municipal fire of police alarm circuits.
Reference(s) used for this question:
ANDRESS, Mandy, Exam Cram CISSP, Coriolis, 2001, Chapter 11: Physical Security (page 211). and Great presentation J.T.A. Stone on SlideShare