If you're asking about YOUR stolen phone.. the work actually should be done before the phone got stolen

If you're using an Iphone, there should be a default "Find My Iphone" feature built within the iOS and all you had to do is connect your iPhone to your Apple Account.

If you're using an Android phone. Google seem to be the best choice. Connect your phone to your Google Account and allow Google full access to your phone. As long as your phone is connected to the internet, you can find your phone via your Google account's "Find my phone" function. There's even a way to remotely make your phone ring even on silent. Pretty handy if you dont remember where you dropped your phone!

Remember to keep your account secure though because this can backfire on you. Should your Apple/Google account get hacked by other people, they too can easily find your phone..