If you have an iPhone there is a service to let you find your lost device be it in the hands of a thief or the cushions of your couch where I typically find my when it's lost. A new service is now online for developers that will offer a similar service for Mac computers. Find My Mac has gone live for developers to beta test the new iCloud service. Find my Mac came to the Mac computer in the Dev preview 4 of Lion.
As I said before the service is very much like the Find My iPhone service. Apparently, with the lack of GPS in the Mac lineup it relies on nearby WiFi networks to determine a location. That is assuming the machine is in an area where there are many WiFi networks. If you live in a rural area and get your Mac ripped off, I wonder how much help this will be.
If the Find My Mac service locates your MacBook, it will allow you to send a message to the thief if you want. You can also remotely lock the screen or wipe the entire drive. The service will officially launch this fall along with iCloud.