We recently got new Sprint HTC 4G phones and Best Buy installed their locked and found app which works pretty well. Apple has 'Find my iPhone', which is free. That is the limit of my knowledge in this area. EDIT - actually, Find my iPhone may not be free in as much as I think you have to have a paid Mobile Me account to use it.
"Lookout" for Android has that feature for free. There are various other features (backup/remote wipe) that a subscription will unlock, but the "missing device" feature is always free. There's also an app along those lines called "Where's my Droid?" (and various others).
Lookout mobile Sprint app (free if you pay for insurance) Or if you are just trying to keep tabs on someone, Google latitude.
