TenCube WaveSecure is the best option for multiple smartphone platforms. Available for Android, BlackBerry, Symbian S60, and Windows Mobile phones, WaveSecure offers about as complete a package of protection as you can hope to have for a device that's prone to wandering away.
For $20 annually, WaveSecure enables you to track the location of your phone, monitor its call log, and detect whether someone has changed its SIM card, all via a Web browser. If your phone is lost or stolen, you'll quickly have a good idea of where it is and what it's up to.
WaveSecure also lets you remotely back up the contents of your phone to the secure server and then wipe all of your data from the device. So even if the phone falls into the hands of a thief, none of your personal information will be at risk. After removing the data, you can either turn the location information over to the authorities in hopes of getting your phone back (don't count on it) or forget the stolen handset and use the insurance you bought from your carrier to purchase a replacement, and then download the backup of your data onto the new device.
Note: This link takes you to the vendor's site, where you can download the latest version of the software appropriate to your supported smartphone.