I was thinking that if a person intentionally steals a phone, he/she will immediately turn off the phone making find my phone as useless as anything .
You mean without wifi and without 3g?
There isn't such app that will do that.
If your phone is stolen, you can lodge a report to your local authorities to blacklist your phone's IMEI so that he/she can't use any SIMs.
Sent from my highly pimped Galaxy Pocket.