Well, Android Device Manager, already builtin to your phone, is the least resource intensive of all if that matters to you.
Do you have Lookout pre-installed? I'm not sure if that is carrier dependent. If that's something you have to have on your phone anyway, then I would use that as a backup to ADM but if you don't have to have it, Lookout can be a drain under certain circumstances.
Android Lost which was previously mentioned has some good features but I personally am not comfortable with what it requires, so you will have to decide that for yourself. Many people do use it and are happy with it but for me it poses more of a risk than a reward.
Any of the antivirus apps have the feature so if you prefer one of them over Lookout you could use that.
Find My Mobile from Samsung recently had a security issue. I don't know if it has been fixed.
Edit: According to this article, Samsung said it was patched Oct 13. Since your phones would have most likely been in boxes at that point, I would make sure you log in to Galaxy Apps and make sure there is not a security update you haven't downloaded.
http://www.businessinsider.com/hackers-use-find-my-mobile-to-wipe-any-samsung-phone-2014-10