There are GPS modules you can attach to your bike, if nothing else it could at least get the police interested if you say "My bike was stolen, it has a GPS and right now it is here"
I'm not so sure. A friend once had a laptop stolen with the Prey anti-theft software [1] installed, which transmits the location, a screencap and a webcam photo of whoever is using your laptop once every ten minutes. He still couldn't get the police interested.
[1] http://preyproject.com/