(The info in my response should be viewed with one fact in mind: my company provides a network for vehicle tracking and my comments are biased accordingly.)
The old Lojack system is not useful - you have to become awate that your car is stolen and then call it in yourself. Lojack then activates the radio beacon in your car (remote signal) and if the car has not yet been stripped, the beacon comes on. Then, if you are lucky, the police will have a scanner-equipped car nearby and they might "find" the car. Supposedly, the recovery rate for Lojack-equipped cars is the same as for cars without Lojack. Not very promising, IMHO.
The new Lojack tracking system in the works, based on the network that my company provides, is superior but not yet available commercially.
In the meantime, if you want your car tracked upon theft (or if you just wanna know where it is), I would recommend going into a local Best Buy or Circuit City and checking out the Clifford "Viper GPS" system. See here for more information on this product:
http://www.directed.com/security/viper/gps.asp
Inre the OnStar system, I believe that it is only available on initial purchase on GM cars, or activated if the car is already equipped with it. I do not think it can be added to an existing non-GM car that does not have the hardware built-in already. In this case, you have to get an after-market product like the Clifford.
Z