Everything you need is included and free. Sign up for a free Apple iCloud account then enable Find my Mac in the iCloud settings. If your machine is stolen and the users gets on the Internet, you will be able to see that under your account at icloud.com. The same service can remotely wipe or lock the machine.
Also set a firmware password so if stolen nobody can boot from another disk. To do this do a command-r boot to Recovery HD and in the Utilities menu select the firmware password option and set a good password. Make sure you remember it because there is no way to get it back without taking it to an Apple store and proving you own the machine.
Then in System Preferences under Security and Privacy turn on Filevault encryption. This is full disk encryption that nobody will be able to crack.
When you are done you will notice a new Guest account at the login screen. What this does it allow a thief to click that account and it takes them to a Safari only account so they can hopefully get on the Internet, allowing you to see the machine at icloud.com and track the bastards down.