I noticed this thread and sympathise with you on the loss of your phone.
I must say it was something that concerned me on purchasing such an expensive and sought after gadget.
Because of this I installed an app called "Find my iPhone"
Now I'm new to all this app stuff so I may have misunderstood the review but as I understand it, this app (through mobileme?) allows Apple to pinpoint your phone or "wipe" the OS making it useless to the thief.
Obviously you didn't have such an app installed but it might be something to consider if you replace your phone or for others to consider.
Maybe some of the more tech type guys out there can let us know if this app is as useful as the review implies.