Yeah I use Lookout..works well for me. Has security scans, and remote lock and erase features. I think for a monthly premium, you can also use a feature called 'privacy adviser' which tells you what apps have access to your location/contacts etc. Another premium feature screens every website you visit as well.
If you don't like that, you can use the htcsense.com , but I don't think it is fully operational/dependable yet. Sprint also has an app available called the 'total equipment protection app'. It does the whole find your phone thing, lock/erase, backs up data, and also you can set location check ins every 15min and so on. Think you need to have their protection plan on your line though.
Sure there are others but those are the ones I have tried..As for security, I do not use any of the security/virus protection apps or features in some of these applications. Don't really think it is necessary.