Thanks to everyone
I'd like to thank everyone who took the time to offer their thoughts. The concensus is that I shouldn't sweat the serial numbers, although those naked pictures could be a problem.
I did call my voice mail shortly after I discovered the phone was missing and again this morning (I temporarily reactived the phone so I could call). There was no message from anyone saying they had found the phone. Also, the phone likely dropped on the sidewalk in front of the hotel's front doors. It should have been obvious to anyone who picked it up that it belonged to someone who either entered or left the hotel. It would have been easy to drop the phone off at the front desk had they been inclined to do so.
I also called AT&T to see if they could log my phone as stolen so that in the event someone tried to reactivate the phone it would show as stolen. The customer service rep told me there was no such database and that there was nothing they could do (except sell me a new phone, of course).
To those who asked, I had the serial numbers on my iPhone because, ironically, I thought there might be a situation where one of my guns was stolen and then I'd have rapid access to the serial numbers on my iPhone for the police. I didn't think the probability was that high that my guns would be safe and my iPhone would be stolen.
I will most likely get an iPhone 4G (16GB) this weekend when I get back to Colorado. You can be sure that I'll load it with an application that will help track the phone if it's ever stolen. I'll also look into MobileMe and at the technology that would allow me to swipe my phone clean if it ever comes up missing.
Additionally, I'll use the password protection for the phone. It's a hassle, but not a major one. I have password protection on my Kindle so I'm getting used to it.
If I store my serial numbers on my new iPhone, I'll either use a password protected program or I may use Google docs stored in the Cloud and then access from my phone if I ever need them. I also like the idea of taking pictures of the guns and serial numbers and placing them in the Cloud for easy access.
Lastly I'll be sure to get a carry pouch for my phone that does not rely on a plastic clip, but rather has a complete loop that I can thread my belt through. That alone would have prevented my phone from falling off my belt.
Once again all the great people on The High Road came through. I really appreciate the collective wisdom that you've shared.