You might also want to enable "Find My Mac" in the iCloud Preference pane. Although the location function is hit or miss (it requires WiFi be on and in range of hotspots, and won't work if WiFi is off and say, you're connected over ethernet), you can still do things like remote-wiping the mac if the data on it is something you're concerned about.
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None so far. BUT, there's an optional backdoor that may cause you concern, depending on what you want to keep safe on that Mac. It's the security key that OS X offers to send to Apple, to unlock FileVault if the password is forgotten.
If you're absolutely paranoid about law enforcement or someone with social-engineering skills gaining access, then you will want to avoid sending the security key to Apple.
Yeah I opted out of sending my key to Apple. I have it stored in a safe physical location at my house so it looks like everything should be secure.