One of the most devastating things that can happen to you, is to have your Laptop\Tablet stolen. Insurance can replace the value of the device but not the work that you have done.
So what can you do???
One method is to install tracking software which can help you find your Mac or Windows device in the event of it being stolen.
For Mac uses check out the article by Mac World on how to enable tracking.
For Windows users, a 3rd party program might be more useful.
Prey Project allows you to track a whole range of devices including Windows tablets, Andriod, phones, iphones & Macbooks