trite but obvious is to not lose or have it stolen, but - -
consider not only the physical loss, but the consequence of the data that is now in the hands of the thief.
Banking site user+passwords may be exposed (using Remember this site feature of the browser).
SSN and other financial data may also be exposed to assist in identity theft.
Some may quickly add, "but I use full disk encryption" (FDE) - - don't be silly.
Once the machine is in the hands of the thief, they can spend all the time they want
to crack your login+password( assuming you have one) and once achieved,
FDE is useless.
Critical or precious data needs a third party tool to protect this data from prying eyes.
Just my $0.02