Pickup a kensington laptop lock, its about $30 and tough, nearly all laptops support the locks, i recently picked one up as i'm often leaving mine in precarious situations
http://www.kensington.com/html/1434.html
they'll even insure your laptop against theft for $1,500 per incident if the lock itself is compromised and you report it to the police within 72 hours, then notify them withim 7 days and return both keys. It costs a little more.
Also theres laptop insurance
http://www.safeware.com/getaquote.htm
Pretty cheap considering..
Unfortunately for some the most expensive part to replace is the data, so make sure you set up a fully automated backup policy.