I've been somewhat hesitant to respond to this thread seeing as it seems most people who responded make reference to the array of technologies that I've yet to read about (Still haven't gotten my copy of SR4 yet).
Regardless, I thought I might share a few ways I go about tracking the PCs:
Depending on how the Runners act in their main haunts and towards the people they encounter, word gets spread around about them and their dealings. Certainly, nothing major unless their Rep actually warrants it. Yet, like many things having to do with communication, sometimes word does spread beyond their immediate areas of "influence" (especially after a "bad run" where -- say -- they carelessly got caught on film and never attempted to do anything to take care of the matter).
Having a Decker (or hacker, or Technomancer) tracking them down by nosing around with what's to do with their personal lives. Figure it like Matrix-side detective work, performed by people much more apt and potentially dangerous than the kind of hackers we have in this day and age.
There's always, also, the astral approach -- Watcher Spirits come to mind (although I cannot yet know if they continue to exist in SR4), among others.
Material proof. It's tragically not very rare that Runners will leave behind enough evidence of their passage to figure a team of forensics experts (magic and mundane) could likely manage to track down a group of Runners, provided they should see reason enough to do so.
Then there's all the miscellany of electronic gadgetry that exists for surveillance purposes, like tracer bugs, and, really, anything else that uses a broad-band signal that could plausibly be tapped into to keep tabs on their actions and whereabouts (although, from what I've been reading on the forums, it seems to me SR4 has possibly diverted from that approach in favor of a broader-reaching Wireless Matrix -- Could be wrong, simple conjecture on my part (and not that it's a bad thing, mind you)).
I suppose I typically favor an approach that feels more like detective work to me, partly because it's dynamic, and partly because it's something that already permeates most of the scenarios I come up with (wherein the Runners have to do at least some detective work somewhere between the gunfights, crazy car chases, and explosive cotton candy

).