One of my biggest worries in using a laptop is that data can suddenly become available to anyone in the world if a laptop is lost or stolen. I was reminded of this during the mainstream media coverage1 of this issue last year.
There's the old security through obscurity perception of running GNU/Linux systems. Proponents of this theory argue that most thieves (or impromptu thieves, who find a lost laptop but decide not to return it to its owner) aren't likely to know how to use a GNU/Linux system, and will probably wipe the drive before selling it or using it. However, with the popularity of Free Software rising, this old standby (which never should have been a standby anyway, of course) doesn't even give an illusion of security anymore.