A small GPS tracker able to report its position would be useful. It could be used as a LoJack style property tag. There are a number of ways to do this of varying difficulty and expense.
GPS modules are fairly inexpensive, selling for $50-100. The harder part is communications. There are three main ways to have a GPS report its postion: 1) cell phone text messages, 2) radio, or 3) using open wireless internet nodes. 3) is unreliable, there may not be a open access point where it is needed. 2) is hard–the way it would work is to have a radio transmitter with a 1 to 10 mile range send location info through a ham repeater onto the internet. This requires a ham license and roughly $100 for the controller and radio electronics.
The easiest way turns out to be 1). In fact, there are cell phones available that have GPS and of course text message and/or data capability. Some of these phones allow the phone to run custom software. And in fact, groups have written this software already.
One is TrekBuddy. It can be combined with a cheap cell phone with GPS. Using a prepaid phone, the cheapest plans are about $0.20 – $0.35 a day, about $6 – $11 a month.
There is also Mologogo, a site with a custom tracking app that sends data to the mologogo.com site and displays the position on a map.