You need to put transmitter that communicate with the gps, and transmit the gps location to your receiver .. it sounds simple.. but i don`t know exactly how you can do this.. probably someone already made commercial devices like this.. but you wants the challenge to make it by yourself... right?
Here is the commercial product of what you would like to make:
SparkFun Electronics - UberTracker
you can make GPS receiver + you can transmit the data, but in order to get more then 20-30m range the device will have to be "big"...
1. you need transmit antenna to get distance
2. you need power supply for the device, and note that cell phone battery will last few hours sending data in a low power device like cell phone (range few hundred meters max, optimized for low power consumption) and cell phone battery alone is too big to be hidden inside the "object you want to track"
It is a good concept for the car, where you have plenty of room to manipulate, but you cannot hide the device like this in a house lamp, let alone in something smaller... Even with low power modules, and limiting transmitter to transmit data only every 15-20 minutes, with a 100g device you will run out of power in few days.... and hiding a 100g device into "something that will be stolen .." .. good luck
If you really want to proceed, you have GPS receiver modules available, you have RF modules available, hook them both to a micro controller and device is done ...
GPS Modules:
SparkFun Electronics - 12 Channel Copernicus GPS Receiver
SparkFun Electronics - 12 Channel Micro-miniature GR-10 GPS Receiver
SparkFun Electronics - 20 Channel EM-406A SiRF III Receiver with Antenna
SparkFun Electronics - 50 Channel GS406 Helical GPS Receiver
RF Modules:
**broken link removed**
Now, you just need to figure out how to give them power