Check out Undercover, software to install on a Mac to facilitate recovery in case it’s stolen. Obviously, the primary market is laptops, but it works for any OS X machine. There’s even an example of recovery on the site, including pictures of the thief (possible because all new Macbooks and Macbook Pros have built-in cameras). In that case, the laptop was recovered by police within 3 days thanks to the information reported by Undercover to the monitoring service (which led them to a physical address, supplied by the thief’s ISP).