Excellent article on the things to consider while traveling with your laptop:

If you don’t have time to read it, here are the high points:

• Keep it with you at all times
• Use a cable lock if you have to leave it out – lock it to something permanent, not a table leg 
• Place important documents on a USB/flash drive that is encrypted
• Password your BIOS
• Password important files/directories on your laptop
• When connecting to a “foreign” network, be sure you have a personal firewall working and up to date
• Be sure you’re connecting to a legitimate wireless network – ask the organization/hotel/conference which one you should connect to
• Use a VPN if at all possible, as they are difficult to hack
• Turn off file sharing unless you need it
• If you aren’t using the wireless capability, turn it off!

Excellent advice from ExtremeTech!