Every time you leave the house with your laptop or other mobile devices, there is the possibility that they could be stolen along with all of the personal data you have on them. The Electronic Frontier Foundation has a new guide that will help you protect that data.
Comic courtesy of xkcd.
The guide is full of tips regarding basic precautions, data backups, minimizing the data you carry, encryption, and more. Keep in mind that while it is heavily focused on protecting your data when going through customs, the same methods and precautions are just as useful for local travel.
You can view the entire EFF guide online and/or download a PDF copy using the link below.