You can make all sorts of stuff in a procedure that runs whenever a stolen computer checks in to the VSA again.
For instance if the computer has a webcam you can have it take a instant photo when logging on and upload it to the agent documents, create a ticket or email someone and alert about that the procedure has been run and present you with current ip connection gateway.
However in our cases with stolen computers the machines have never ever checked in again. Seems like formatting the computer is whats beeing done in most cases.