This is a nice idea and all, but how do you expect to SSH to the device if it is connected to a GSM network only? In my experience, devices on cellular GSM data networks are NAT'd behind a firewall with hundreds of other devices, so unless they explicitly forward SSH to your device, there's no way you can connect to it..

I just connected my N900 to a GSM data network, viewed IP for gprs0 in ifconfig, and even visited 'whatismyip.org' to verify, and I was unable to SSH to the device, or even ping it.

Unfortunately, unless the device somehow 'knows' it is stolen and phones home, or the thief connects to a wifi network that explicitly allows SSH forwarding to the device, it's as good as gone.