There are several services that will let you install software on your computer to hopefully recover it in case it's ever lost or stolen. Today, I tried out an open source solution called Prey. It works on Macs, Windows, Linux and Android (and they're working on a version for iPhones/iPads, but of course you have the free service from Apple for that already).
You download and install the program, creating an account with the Prey servers. Then, every 20 minutes (by default) the system will "check in" with their servers. You can change the interval if you like, and sign up 3 devices for free. If you want to sign up more devices, or want to take advantage of some extra features, there's a Pro plan that starts a $5/month for 3 devices. With the pro plan, you can force a check in any time you want from their web site rather than wait for the timer. There's no icon or anything obvious added to the system unless you know where to look – it's a terminal-only program, since they don't want to advertise its presence.
Prey doesn't run except when it does the check-in, so you won't see it in the background. It sets itself up via the system Cron job to run every 20 minutes. Once you complete the set up, and verify your email with Prey, you will be able to sign into their site and get access to the control panel, where you can change the interval and set some other options. This is also where you go to mark your device as missing.
When you do, the next time the device checks in, it will create a report and ship it back to the web site. The report includes the internal and external IP address in use, a map of where the device thinks it is, a photo from the built-in camera (if equipped) and a screen shot of what's going on at that moment. It can also track changed files if you like.
I marked my MacBook Pro as missing and immediately got an email saying that I should see a report within 20 minutes. 20 minutes later, I got an email with a link to a report at Prey. I could have upgraded right away and forced a report immediately, which you might want to do if your device is really missing.
The report included the map (which was pretty accurate), a photo from the web cam, and a screen shot of what I was doing, along with the other info I mentioned above. At that point it would have been pretty easy to call the police and get them involved had my laptop actually been stolen (I don't recommend confronting anyone yourself!). Not bad for free!
If you don't like the idea of this information flowing through their servers, you can set up your own server to receive the information – instructions are available at the web site for advanced users. If you change your mind, and uninstaller is also included with the download.