Sign up for "Find my iPhone" for free. It works great and you can remote lock, send a message and play a sound (even if it's on silent) and as a last resort, remote wipe.
You can use any computer, phone or device that will get online.
You just go to the Moblie Me Find my Iphone website, log in and you can do everything from there
I've had to use "Find my iPhone" twice and bee super grateful both times. The last time I even sent a message to the screen telling my friend (GPS located it at his house) to call my house.
Apple does have an app for your need. It's the famous "Find my iPhone". When your phone is lost, you can access iCloud via your browser to check its current location. Furthermore the app works for iOS devices, not iPhone only
GadgetTrak is another useful tool to track lost iPhone. An advanced tool application designed to assist in the recovery of your iPhone devices in the event of theft or loss.