I found that lost Android devices operate using Google Play Services with the phone's background data. It seems to locate my phone using GPS, network, or WiFi even when GPS is off, but won't work if I have restricted the background data under the data manager settings on the phone.
I used active GPS hoping it would allow my GPS to work, but I'm not sure it's made a difference.
Air Droid connects straight to my phone. Seems to use more battery but does okay locating the phone. I was also looking at adding a task manager to see if I could activate the GPS remotely. Still checking it out.
I found PingBot SMS - GPS Tracker which is supposed to briefly enable GPS when a keyword you set is received by text. It seems to work on my phone.
Out of all of this, just making sure the phone background data is unrestricted was most effective. You can also use Where's My Droid.