As Pat pointed out, you have several factors to weigh and balance here. The passive "chips" require close proximity to read - they get their power from being in the "field" of the reader. These are fairly inexpensive and getting better all the time, but having no power source, are pretty useless for security such as you're asking about. There's some similar 'chips' available now with small batteries (meaning it's a much larger device than a chip) but they have a limited life, making them pretty expensive - and still pretty short range.
The 'lojack' type of system is designed to transmit a signal when activated, and that signal can be tracked. Unfortunately, the frequency for these devices is pretty well known, and any serious car thief can easy detect and disable.
As yet, we're not in the arena of affordable, secure, permanent ID yet ....
pete