You will need to install an open source application called Prey that runs in the background and uses zero memory until it is activated and is also not visible in the Activity Monitor.
Once you lose your laptop you will login to your account on the prey website and report the laptop as missing. Now, even though prey works without the user being logged in, you can get more information about the user if he is using the computer, such as websites visited.
Prey only works if the laptop is connected to the Internet, so if the thief has an encrypted connection, prey will not work until it finds an open WiFi hotspot. Your laptop probably has a password, so you will need to activate the Guest account and lure the thief into using the laptop.
To do so, leave a message on the login window saying something like this 'If you find this laptop please email xxxx@gmail.com, to do so type Guest in the username field to login, thank you!'
The thief will probably not email you, (although an honest finder may well do so), but you will get valuable information in the form of reports from prey when he starts surfing the web.
To add the message to your login window use the Terminal command:
sudo defaults write /Library/Preferences/com.apple.loginwindow LoginwindowText "TYPE YOUR MESSAGE HERE"
[crarko adds: My understanding is that Apple is working on a Mobile Me based Find My Mac function, that is similar to the current Find My iPhone.]

