This was gmaxwell's cautionary note in another thread. Thought it would be a good reminder here too:
Another piece of fun advice: Laptop thefts happen with some regularity at tech conferences ... at a Bitcoin conference if the thieves don't STEAL ALL THE LAPTOPS, they're sleeping on the job.
Prepare for theft by having a good backup and either not leaving coins on your laptop or at least using full disk encryption and wallet encryption. Be prepared to keep your laptop with you at all times. Consider bringing a lock for it.
And my footnote to that:
Let's hope Marriott and the rest of the major hotels are done changing all the guest room locks:
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http://arstechnica.com/security/2012/12/fix-for-hotels-electronic-door-lock-hack-slow-to-roll-out/