To prevent anyone from turning it off you can do the following steps:
- Open Settings and go to 'General.'
- Scroll down and tap on 'Restrictions.'
- Turn on restrictions and enter a four digit passcode and repeat to turn on.
- Under 'Allow Changes:' turn both of the switches Location and Accounts to Off.
[crarko adds: I tested this, and it works as described. Since it's only a four digit passcode this isn't super secure, but it may give you time to locate and/or wipe the phone before it gets cracked.]

