In this podcast, Scott Davert gives us a walk-through of Find My iPhone, which has switched in iOS 9 from being an optional download from the App Store to now come preinstalled (as has Find My Friends).
If you mislay your iPhone, you will be able to find its location by signing into iCloud or using Find My iPhone on another iOS device. And with the Lost Mode feature you don’t just see where your device is, you can track where it’s been. That way you can decide on your best course of action. You can immediately lock your device and send it a message with a contact number. Then whoever finds it can call you from the Lock screen without accessing the rest of the information on your device.