Samsung announced this spring that security app LoJack would soon be built into the Galaxy S4. The necessary firmware arrived on most North American variants of the S4 in recent weeks, and now the service is live to take advantage of it. LoJack can be activated on your Galaxy S4 today for $29.99 per year. In return for your money you get phone tracking, remote wipe, and recovery assistance.
The LoJack app is built into the firmware of the device, making it persistent through factory resets (but probably not ROM flashes).