I've personally had my iPhone stolen and the first thing the thief did was turn my phone off. I used the "find my iPhone" app for days and the thief never once turned the phone on when I checked, basically making the app useless.
I think a 4 digit password should be entered every time you try to turn the phone off, this might buy you some time to actually put the "find my iPhone" app to use.
Just a suggestion, but it could be effective in helping to stop amateur thieves.
I've got an ancient 3G phone myself with only basic apps since it's too slow to play games or use any modern apps so I'm curious, how does the thief make use of the phone without turning it on? What procedures do they employ to disable security on a modern iphone?