I'm trialing a nice little app at the moment.
Wave Secure (
www.wavesecure.com)
It runs in the background of your phone and 99% of the time sits there doing nothing, until you lose your phone or it's stolen.
Then you log onto the web portal and then you can do the following:
1) Remotely lock your phone so it cannot be used
2) Backup your contacts and SMS's
3) Get it to send you its current location
4) Wipe all your user data off it.
If someone replaces your sim card, it locks automatically, and displays a message of your choice (for instance telling them to phone your landline and return it).
It also can autobackup your data once a day when you plug it in to charge.
It's $20 a year for the service, but that's peanuts for the ability to track down your phone.
It actually comes as two apps. First is wavesecure itself then it comes with a watchdog process. If the watchdog is uninstalled it autolocks the phone, if the watchdog sees the Wavsecure app uninstalled, it autolocks the phone.