Laptop security is always a concern and several recommendations can be found in this featured CNET thread:

CNET - My laptop was stolen, what concerns should I have?
http://forums.cnet.com/5208-10149_102-0.html?forumID=7&threadID=259087

QUOTE: My wife and I had two laptops stolen from our room in an upscale hotel in Norfolk, Virginia last Saturday night. My question is somewhat open-ended. Is a concern justified for identity theft from the info available on the machine? Having owned the laptops for 1 to 2 years and using them as the primary home/travel computer, it is safe to say that everything was on the hard drive. Not only the 20GB of pictures, nor the finance stuff, or the research database, or all the cookies, etc.; even the money for the cost of the computers is poof--gone. What is the concern that the community would have for such a loss: identity theft, system hijacking, sleepless nights, having to buy new ones, and so on. In the future, in case of another loss, what are some solid security measures I can use to prevent someone from obtaining what I have on my laptops?