Click image to see how to set the lock screen message on a Blackberry Torch 9800.Having a lock screen message was a major reason why my lost Blackberry found it's way home so quickly. Be sure to use a phone number with an answer phone and if travelling abroad use the international version of the phone number.
Having the password set and a pin coded sim reduces the likelihood of miss use. There is an option on the password setting that allows for calls to be made without the use of a password, that a compromise between convince and security.