- dedicated laptop bag, this can be spotted by a thief easily. So think about getting another kind of bag.
Serial Number: note the serial number in a secure place. This will be necessary if your laptop gets stolen.
Insurance: There are some dedicated insurances, see my page Database of Stolen Laptops .
Use of software that connects and identifies itself: As far as I know there was an old DOS utility that did something like this. It embedded itself into the bootsector and upon a certain keycombination it would throw a serial number onto the screen and play an audio code through the speaker (in case th monitor was no longer usable for whatever reason). You were supposed to register the serial number with the company that produced the utility.
The laptop can send a mail with its real IP address if connected (mail with a print of ifconfig started by /etc/ppp/ip-up or by a cron job (if connected at a company-network).
Always remove the external devices and secure them in another place/room. Set the BIOS to boot on the hard disk first as a default setting and remove boot on other devices if possible. Also try to plug the power supply in the least accessible plug. So if your machine get stolen in your office the 'quick way' (e.g. during a 5 sec. cigarette break), the stealer won't perhaps have time to get the power supply, neither the time to get the drives. Perhaps he/she will end up with a less useful laptop and you may recover it.
Electronic Devices (Transponders): There are also devices available, which can be detected remote via satellites, see my page about stolen laptops for a survey.

