Prey is awesome, open-source, free software for tracking your notebook computer or Android smartphone in the event they get stolen.
Bloody fantastic, but the directions / README for installation & initial setup are so confusing that I felt the need to write this guide. There may be other / better ways of getting up and running with Prey, YMMV.

If you're using Ubuntu 11 (cat /etc/issue will tell you which version you're using) or greater, just install Prey from Synaptic; no need for this guide.

For Ubuntu versions earlier than 11, or if you want the latest without waiting for it to hit the repo's, then download Prey from: http://preyproject.com/download
As of this writing, there's a link specifically for Ubuntu, so grab that and verify the md5 sum to be sure. Move the downloaded file to any location on your filesystem you deem appropriate. As of this writing, it will unzip to a directory called prey.
Extract the download, and cd into the newly extracted prey subdirectory. For the remainder of this guide, I'll call this new prey subdirectory the <prey_install_dir>.

Now make sure you have the required dependencies. Bring up Synaptic or whatever you use, and make sure you have:
curl (can't imagine you wouldn't, but just in case),
either scrot OR imagemagick,
streamer (and it's dependency xawtv)
and two Perl libs: 1) IO::Socket::SSL & 2) NET::SSLeay
Install as needed.

Next, go to the Prey website and register / login. This is a must, because you need the API key and device key from the Prey website before you install Prey, and you can only get your API key from the Prey website after you have registered / logged in. There's another way to get a device key, but using their website is so easy that is what this guide is recommending.
Once you've gotten your API key, go the the Devices page and click "Add new device".
You'll enter a few basic bits of info about your machine, and get back a device key.

OK, so in your favorite editor, enter the API key and device key in <prey_install_dir>/CONFIG and save the changes.

OK, verify you have an internet connection and a running crond.
Now you're ready to install Prey. Ensure you're in <prey_install_dir> and run


  sudo ./prey.sh
  
Enter your password when prompted. Here's the output I saw:
  $ sudo ./prey.sh

 ### PREY 0.5.3 spreads its wings!
 ### Linux my-laptop 2.6.32-31-generic #61-Ubuntu SMP Fri Apr 8 18:24:35 UTC 2011 i686 GNU/Linux

 -- Looking for connection...
 -- Got network connection!
 -- Checking URL...

 >> Reading configuration...

no crontab for root
 -- Setting frequency to 20!
no crontab for root

 >> Verifying status...

 -- Got status code 200!
 -- Nothing to worry about. :)

 -- Cleaning up!
  

To ensure everything went well, now run a very similar command:


  sudo ./prey.sh  --check
  
Here's the output I saw:
   -- CHECK MODE ON.

 ### PREY 0.5.3 spreads its wings!
 ### Linux edmund-laptop 2.6.32-31-generic #61-Ubuntu SMP Fri Apr 8 18:24:35 UTC 2011 i686 GNU/Linux

 -- Looking for connection...
 -- Got network connection!

 >> Verifying Prey installation...

 -- Checking if cron daemon is running...
 -- Cron daemon found.
 -- Checking for crontab entry...
 -- Found!

 >> Verifying API and Device keys...

 ** API key is valid. Your user account is correctly set up.
 ** Device key is valid. Good. Current status is ok.
  

That should do it. Go back to the prey site, log in, and you should see your device, happily not missing. Consider upgrading to one of their Pro plans if you'd like a little more functionality, or just feel like supporting an excellent FOSS product.