Unless you are on a corporate BES there is no way to delete the data in the unit. That's why they recommend having a password on your device. As far as getting it back you can call it, you can contact your provider (via phone or website) and look to see what numbers have been called since you lost it. Report it stolen and the carrier can deactivate the account so that phone calls can't be made. Good luck.
I had lost mine as well. If the person is smart, then they put their sim card in the device immediately, and you will no longer have any access to the device. There will not be any way to remove your data, unless the person enters a password incorrectly enough times.
The only way you can be sure to access the device is if you can send a PIN message, as the PIN is specific to the device, regardless of the SIM card. However, if the preson did put their own SIM card in the device, then they would have had to activate Blackberry service from their provider in order to receive SIM messages. Sorry to be the bearer of bad news, but that's what I learned when I lost mine...
I had a customer that lost their device and the carrier was able to disable and wipe the device for them. Or so they said. The customer did not use a BES. Maybe if your model has GPS they may even be able to locate it for you but I suspect they will not without a court order.