Chris Pirillo provides 10 Tips to Keep Your Notebook Safe When Traveling. My two favorites are:
Keep It On You: It is not uncommon for someone to set their luggage down while standing in line for a muffin, or to sit down while waiting for a flight. With all luggage, it is important to keep an eye on it and ensure nobody tampers with it or steals it. Because of their size and value though, laptops make prime targets and a thief can snatch the laptop bag and keep walking while you are unaware with your back turned. You should keep the laptop bag on your shoulder or keep it in sight at all times.
Back Up Data: Perform a backup of all critical or sensitive data before departing. Just in case your laptop does become damaged or lost, you don’t want to also lose your important files and information. You can buy a new laptop, but it is much harder to replace lost data.
Go here to read all of the tips.
Hat tip to Futurelawyer for pointing out this post to me.