iOS: If you've lost your iPhone or had it stolen, free app Prey will find your phone, set off an alarm and even take a picture of the thief.
Prey is our favourite app for tracking and recovering lost (or stolen) laptops and Android devices, but now they've finally released an app for iOS, so you can track those too. It works a bit differently than the Android version, due to the limited permissions of the iPhone, but its implementation is quite clever. For example, since it can't take a picture from the front-facing camera on demand, it sends a notification to the device saying "slide the lock to set up your new PIN number". The thief will think, "jackpot!", slide the slider and get his picture taken. If you mark your phone as stolen, Prey will even give the app a new boot screen to make it look like a game instead of an anti-theft program.
It does have a few small issues, though. First of all, you'll notice that the GPS icon stays in your location bar all the time when you have Prey on your device -- even if you've closed it. This is apparently a bug and should not destroy your battery life, as it would seem. The real problem, however, is that in an effort to save battery life, Prey only checks back with your computer when it changes location and detects a new cell tower. That's great for battery life, but if you don't report your phone stolen right away, and the thief leaves it somewhere, it'll never actually register as "missing". Unfortunately, these are limitations of the iPhone that the Prey team is trying to work with, so it's a solid effort on their part, and as long as you report your device missing quickly enough, you probably won't have too many problems.
Prey is a free download for iOS devices.