I just found a great article over on Technically Personal entitled: "6 Ways to Track and Recover Your Lost/Stolen iPhone". To summarize:
1. Track your iPhone via MobileMe
2. iPhone anti-theft solution – iLocalis
3. GPS tracking for iPhone with Mobile Spy 3.0
4. Find and Recover your Stolen iPhone with iHound
5. Recover your Lost/Stolen iPhone with Navizon app
Read the full article, and be sure to check the comments too.