While using Animated Weather, I saw an ad at the top of the screen for Lookout - a security app. I got it working, and one feature I really like is the "Scream." When I can't find my Droid X, I don't have to embarrass myself by asking my wife if she's seen my phone (again). I just logon and tell the phone to scream. This can also be used to give people a little surprise. Leave the phone near someone, and have it scream. Fun for the whole family.
It also has a Locate feature, but that seems to be more for telling the very general (within 5,000' - I think) location.