DANGER! DANGER! DO NOT RISK USING "FIND MY MAC"!
I tried to use this feature on two different Macs with disastrous results.
On the first Mac, my account is an admin account. After setting up Find My Mac, the computer restarted, but it forgot all the account passwords. I was unable to log into any account. I restarted into the recovery partition, diddled around, restarted again, and somehow the passwords worked again. I'm not sure what I did to fix it, but I will definitely not try using Find My Mac ever again.
On the second computer, my account is not an admin account. I set up Find My Mac in the admin account. After I remotely locked the computer, it would not restart again. I get the startup sound and a white screen, and that is it. The computer won't restart from a DVD or from the recovery partition, and there is no way to unlock it.
I did this more or less at the same time, so I didn't have lessons learned from one Mac to apply to the other.
I wanted to go to bed early tonight and now I'm trapped in this disaster of Microsoftian proportions. I'm sure this feature works for some people, but is it really worth the risk of finding out that it kills your Mac?