I'm sure one of the fears we all have is losing a thumb drive, an Ipod, or maybe your PDA phone. Well have I found something for you! Ihound is a great piece of software that you can install on those precious devices. It will alert you if your lost device has been plugged into another computer, and give you the computer name, IP address and a Google map image of it's present location. This is done by a small file that is placed on the device.
I tested it out and it was dead on with my personal computer name and my I.P address. Granted it doesn't guarantee you will get it back, but knowing who has it is half the battle. Sticking with my theme it's free. They do take donations though if you like the product.