Since find my iphone only works when your device is on, I figured I could make it (slightly) more robust by making it harder to turn off my phone. My solution involves overriding the default behaviour on the sleep button on the lock screen using Activator. The full instructions can be found here. The net result is that you can't turn off the phone without entering the passcode. Of course, the thief could still just eject the SIM, but I think this is an improvement over the current situation nonetheless!