There have been at least 2 people on here talking about creating tracking apps (or something that could be used as such), but nothing exists yet AFAIK.
John, your car may have cost 20x as much, but it isn't one of the best cars money can buy is it?
The n900 is the best phone (in my opinion) that money can buy, so i think it should come with tracking.. even the n96 has remote wipe & lock.
I'd text it before it runs out of battery and offer a reward for finding it, and then give your provider a call and see if they can trace it. In the uk they can pinpoint it to a street.
I wouldn't expect a GPS transmitter in a 10.000$ car but at least one in a 600$ phone. Still its possible to make such stuff via software, most thieves are dumb anyway.