Reddit mentions of Spark Nano 4.0 Wireless GPS Tracker By Brickhouse Security with Real Time Location Viewing, Detailed Travel Reports, Speed Alerts, Geo Fencing Capabilities and Panic Button

I'd start making regular off site backups if I were you, nothing can really protect you from someone who wants to take your computer out of the building, maybe a gun ;)
So if I were you I would try to use a form of passive security. This is going to be really simple and cheap. Get some sort of auto updating DNS service. (NO IP works great for this) With this, if the machine is ever brought online again after it's stolen you'll be able to get its IP address and subpoena the records with proof of ownership, and with the help of your local law enforcement you'll be able to find it with ease. I found some motion activated GPS trackers that you may find useful, but they all cost upwards of $100 and mostly require a monthly subscription. Here's one of the better ones I found http://www.amazon.com/BrickHouse-Security-Spark-Nano-Tracker/dp/B00LZ0UXVU