I stumble upon this very useful free software to help to recover your mobile phone from theft. The software keeps track of the SIM changes of your mobile phone by sending SMS alerts to a predefined mobile number.
mGuard is an SMS based software specifically designed for the Sony Ericsson mobile phone. mGuard does not need any special network service, like GPS, GPRS and works on Sony Ericsson mobile phone that supports Java.
I installed on my colleague SE K800i, quite easy to configure.
After installing mGuard, you need to configure three settings for the application to works.
1. Key in a password to protect the setting.
2. Enter a friend or family member phone number where a SMS message can be sent when the SIM card is changed.
3. You can customize the alert message.
I failed to install mGuard on my LG Viewty phone, you may try on any Java-able phone. If its works, at least give you basic protection for your phone.