Apple have no process in place to either report or track stolen iPods. All you can do is report the theft to the Police together with the serial number, and if your iPod was registered with Apple when you first got it, they will assist the Police in returning it to you should it ever be recovered.
i have just lost my ipod (5th Gen, 30GB, Ser# 4J550QL3TXM) also and saw this post. it's a shame that there is no apple-sponsored process for this, since lost/stolen ipods are clearly a big problem. i want to suggest this to apple. do you know where i can write?