I do not have any idea what devices they may be using. I do remember seeing (either on TV, youtube, or this site) a prototype for a device that could be launched from a patrol cars front bumper, to propel a dart with a GPS on it to a suspects vehicle That way, they could continue to monitor the vehicle if it isn't yielding, instead of engaging in a dangerous pursuit. It seems like a good idea to me!
I don't know why they would want to track a stolen vehicle instead of just recovering it, unless they are trying to catch the thief in action, or suspect additional crimes. I remember a couple years ago, when some detectives from Longmont were following a car with a lojack hit out of their area, and didn't want any marked cars from the other agencies assisting because they wanted to see if there was more involved (I think it was suspected stolen tools). I am sure they have their reasons.
That is interesting reading on the United States v. Jones. I haven't gotten through it all yet. I wonder if a warrant is needed for all the GPS tracking they use. Seems much more cost effective than having people followed around for a month by a team of people!