Up until today, I've always had my own automated system running on my computers which could help me and the police to track them down if they were stolen. It was based on using cron to regularly run a script which collected some data from the machine, then posted it as arguments to a URL on my website. Then all that data would be stored in the web server logs for my web site.
Well, I've just turned that off after testing out Prey. This is a MUCH better system. It's free and open source, and you get to choose between running it using their own web based control panel, or in stand alone mode.
The stand alone mode requires you to have access to create and delete a web page somewhere. Eg, a blog would do (maybe even possible with facebook, but I'm not sure). For me I've got a web server where I just create an empty web page file for each computer. In stand alone mode, it periodically checks for the existence of the web page you've specified, and if it gets a "404" error (ie, the web server is there, but the web page is not), then it triggers data collection and reporting.
The control panel version requires you to register up to 3 computers with their web site, and then you can log in to tell the system your machine is stolen and to start collecting data and sending reports. Their control panel will then keep the last 10 reports it has received, and you can view/download them.
When Prey on your machine detects it is stolen (ie, after checking in with the Prey control panel server, or finding your stand alone web page has been deleted) it collects a bunch of data about the computer (logged in user, network information, screenshot, photo from a connected camera if possible), and emails it all using the email settings you gave it when installed. It will keep sending reports periodically until you tell it to stop (either through the Prey control panel on their web site, or by re-instating the web page for the stand alone version).
I've tested it and it works very well (apart from one minor bug I've found and reported to them).
So I just thought I'd post this here in case others might find it useful.
Downloads are available for Mac OS X, Windows, Linux, Android. I highly recommend it.