There are various free program for your Android smarthphone that will come useful when you lost your device or if it will be stolen, a list:
Prey – born for pc now available also for mobile devices, features: geolocate with GPS+WiFi, change SIM detection, SIM activation or push, lock phone, uninstallation protect, set loud volume alarm
Wheres my droid –
the app can also get the GPS coordinates with a link to Google maps, send remote commands with phone or a web control panel
Guardroid – detection when change SIM, low battery usage, protect with password, make the app invisible, geolocation, remote lock and wipe via SMS
Android Lost – read SMS inbox and sent, data wipe, lock phone, geolocation with GPS or wireless, sned remote commands via SMS and many more