Sure, if you're running iOS or OS X devices you can use Apple's Find My iPhone, iPad, or Mac service but what if you want the "Precious", the one "Find My Service" that binds them all? If that's your goal I have just the solution for you: Prey.
Prey is an open source device tracking app that supports not only iOS and OS X but also Android, Linux, and Windows.
With Prey installed if your device goes walkabout and it will use either the device's GPS or triangulate using WiFi to give you its geolocation and grab it's IP address and Mac address, sound a 30 second allarm (useful if your device fell behind the sofa cushions), and or send the thief a "you are being watched" message. You can also grab screenshots (you may be able to see the thief access their email or Facebook account), trigger a built-in camera if available, and, if required, lock down your device to disable all access until the correct password is entered. Prey can also hide your Outlook and Thunderbird data files and because it has very few dependencies its footprint is minimal.
In short, this is an elegant, stealthy way to maximize the chance of recovering your devices and, failing that, making it far less useful to a thief.
The free version of Prey allows for tracking of 3 devices with a maximum of 10 reports while the lowest of the "Pro" plans, the Personal plan ($5 per month), allows for the same number of devices with constant tracking (called Prey Active Mode) and retains up to 100 reports per device with reports as frequent as every two minutes. At the top end the Max plan ($399 per month) allows for up to 500 devices. All Pro plans include "automated installers which will allow you to deploy Prey in multiple devices in a snap, without having to set them up by hand."
Impressive stuff and for as little as $0.80 per device per month it's cheap insurance.