How to recover lost mobile?

Sachin, Samsung phones come with mobile tracker built in.
In case of theft:
You will block your SIM card. The thief will certainly change the SIM card.
The moment a new SIM is inserted it will send SMS to three numbers that you have fed into it earlier for such a contingency. The SMS will contain IMEI number and the new mobile number.
Now, you need to approach the police and the service provider with this information and 'proof of purchase' of your lost mobile. There is a good chance of being able to recover it and have the culprit caught.

Note: It is imperative to feed in the information into your phone right after purchase and 'commission' the mobile tracker feature. Also, retain the proof of purchase, and make sure the IMEI number is mentioned on it.
Wow. That is so cool Anup sir. Did not know of this feature. Someone stole my Sony Ericsson 2 years ago and I was not able to do anything even I nabbed the thief. :(