Locking down your computer isn't the only way of protecting it. If you're worried about someone making off with your laptop while you make a phone call or walk up to the counter for a coffee refill, a laptop alarm may give you some peace of mind. Like car alarms, these shouldn't be thought of as real protection but rather as a way of alerting you, the owner, and perhaps scaring off less-determined thieves. You can also add text to the login screen that might give a thief pause.
One approach is to attach a device to your computer's carrying case that sounds an alarm if the case is moved. For example, the Targus DEFCON 1 Ultra Laptop Computer Security System is a combination lock with a motion sensor. When the lock is engaged and it undergoes any vibration, the alarm goes off.
A different way of dealing with the problem is to attach a specially designed RFID tag to your laptop itself and carry a keychain-sized monitor with you that detects when the device is separated beyond a certain range (for example, 30 or 100 feet) from the monitor. This can not only alert you to theft but let you know if you've accidentally left your laptop behind. Examples of this type of product are the TagAlert series of alarms manufactured by Remote Play (www.remoteplay.com).
Yet another way of setting off an alarm is to use software that runs on your Mac itself. SlappingTurtle Software's free iAlertU (www.slappingturtle.com ...