You shouldn't provoke theft by leaving your laptop clearly in sight in for example your car. Below are a number of measures you can take to beat thieves to the punch.
Hide your laptop
If nobody knows you are carrying a laptop, the chances are slim it will be stolen. Instead of using a professional laptop case, you could carry your laptop in a regular laptop case or even a backpack. You might lose out on those handy little pockets to put your CD's, mouse, charger, etc., but that's not the end of the world. Most importantly take care that your laptop will not get damaged. (the connections located at the back, not too much weight on the LCD screen)
Be careful not to leave your laptop out of sight. Carry it as hand luggage and keep an eye on it at all times. Often people lose their laptop when they put it down with their other luggage and don't pay attention for a moment. (When arriving at a hotel, at stations, ...)
It's not very useful to "hide" your laptop behind other luggage. Someone who really wants to take your laptop, will already have spotted you carrying one.
Pay extra attention at airports or in other busy public areas. A thief who pulls the laptop out of you hands can quickly and easily disappear in the anonymous crowds.
Kensington Security Anchor
There's a small hole in every laptop as well as in "Kensington Security Anchors" so you'll be able to lock them together. (Icon of a chain.)
This anchor enables you to attach your laptop to another object. More information can be found at www.kensington.com (Click on "Computer Security".)
Mark your belongings
Clearly mark your case, your laptop, ... and make sure your name and address are clearly visible. In case you lose your laptop there's a bigger chance of you getting it back.
Yes, there is honest people about.
When you have your laptop engraved or permanently marked, potential thieves will have the tendency to leave it alone. Note: The engraving or mark has to be clearly visible.
This is because usually laptops are stolen to be sold on. And there is not much demand for laptops with someone else's name engraved on it. (Unless it's of a famous person...)
Advanced users: You can create your own BIOS which shows your personal details on the screen whilst starting up the machine instead of the programmed display.
Recognise your own laptop
It may sound obvious, but make sure you're able to recognise your own laptop and prove that it actually belongs to yourself.
Keep for example a note of the serial number somewhere safe or take a picture of it. At least one detail of something distinctive. (Serial number, a remarkable scratch, ...) The more detail, the better.
Otherwise it will be pretty frustrating if you'd find back your stolen laptop on an open day and 5 other persons claim it to be theirs.