Android Device Manager
Just found this app while browsing the Play..
Its an app that can locate, ring and lock your android device. Best of all, its develop my Google.. so no more 3rd party, I personally like to use google apps if possible..
Did notice that, you can still reboot the device when you lock it.. So if you did loose it, best to just locate it and go to the location then use another device to set off the ring tone, as to not alert thieves that you are onto it.