Even easier, power them off ASAP. Don't turn it back on until you've removed the SIM and taken it out of any Wifi range. These anti-theft services all rely on having connectivity.
The cynic in me suspects that carriers and OEMs long ago estimated the marketing benefit from an "unstealable" phone to be rather less than the revenue from more marketable overpriced phone insurance and increased replacement rates.
It will take a pic and send me an email of its location if another SIM is put in.