I set up Prey on my MacBook

Prey seems a useful, free and very easy to set up app that might just help you get your laptop back if it ends up in the hands of thieves.
Seems that you configure it to recognize an URL which it checks for every time it runs (still not sure how frequent this is bit lets assume it's something like every hour).
Then if your machine gets stolen, you create the URL and Prey will send data, which might even include a webcam image of whoever is sitting in front of it, to your mail address.
Sounds good.