1- Use password or pattern :
2- Leave informations in lockscreen :
3- Save a Backup of your files :
you can save a backup from your files by activing the synchronization with Google + or DropBox where your files are uploading Automatically to avoid loss in case of loss of your phone .
4- Use tracking software :
but this is not a problem you can use avast tracking software which called Avast Anti-Theft or the populaire software : Cerberus Anti-Theft which is a paid program because of it features . tracking softwares allow you to locate your phone (android or ios) when it loss , it allow you to see where is your phone in a map , close it with a password , stop using the phone , delete all data , emergency mode ...etc .