Well Dave, I can't blame you for not being familiar with anti theft solutions... I live in Brazil, and here robbery is quite high. In particular, cellphones and other smart devices are preferred by robbers for their high value and small size. Not having a way to lock your device, erase its data and track it down remotely is basically like driving your car without an insurance - someday you will regret not having it.
To mention an example, recently in Sao Paulo there was a huge wave of robberies targeting restaurant near closing time. Robbers wouldn't satisfy with stealling the day's cash, they would rob the customers as well, taking away anything of value - including cellphones. Most of the times they'd get away, except when one of the customers had a solution to track down his/her cellphone and warn the police about the thieves' whereabouts before they got to their slums - where they'd basically become 'untouchable', as our brave policemen simply wouldn't risk their necks going there without a 'good reason'. Noticeably, whenever a case like this reached the television, an iPhone could be seen among the belongings being returned to their owners...
In case you got interested,
this site has a nice comparisson betweeen several Android solutions for tracking your device and protecting your property in case you need it. It is a bit outdated but it's a nice starting point for researching other solutions.
As for the AV, it's no secret that there is an increasing number of malwares targeting smart devices, and Androids are still the main target of these threats. While some of them only threaten your privacy by collecting data without your consent, others can literally turn your amazing smartphone into a zombie, taking control of your device away from your hands. In any case, these malwares end up using up valuable resources, in particular your cellphone data and battery.
In Brazil, most cellphones are prepaid, and your credits reach zero very fast if you even think of using 2G/3G internet on them. Even data plans offered here are way too small and too expensive. A malware can pretty much leave a cellphone owner poor in little time, forcing constant usage of cellular internet. For these reasons I also recommend to anyone buying an Android to choose an AV before starting.
Also, in case you change your mind about AV on Androids,
this other site can give you some insight on the best ones available.
I hope to have helped you understand how I think... I do accept any thoughts