Here's a neat little app: MobileJustice. If your WM Phone has GPS on it, this little app can run in the background and listen for a certain SMS message - the one you send it asking where the heck it is - to which it auto replies with GPS coordinates. They recommend using it for lost or stolen phones, but I have a much better idea: Strap your phone on the back of a stray dog, wait two days, then go looking: extreme geocaching!
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