"Find My iPad" is an application that comes preinstalled in the iPhone/iPad, enabling you to locate your device on a map from any Web browser. Very useful in case of theft or loss. However, to make this application you must first activate it.
Enable Find My iPad
On the home screen of your iPhone, go to "Settings> Mail, Contacts, Calendars> MobileMe"
Activate "Find My iPad" and click "Ok"
Sign in to me.com
To locate your phone go to me.com and log in with your Apple ID
You immediately see a map showing the approximate location of your iPhone.
You can request Find my iPad to take certain action such as:
Display a message on the screen of the iPhone or make a sound.
Lock your iPhone with a code to protect your information button (Lock)