It's a shame that the bitcoin wallet doesn't include some type of two factor authentication. Some services like Coinbase have it, but you have to trust your coins to them as well.
For now, I think the best method to protect bitcoins employs a few measures:
-Encrypt wallets
-Don't run multi-wallets on the same system for alt currency
-Don't keep all your BTC in one place
-Keep at least 10% offline
-Run antivirus/antimalware on your computer
-Backup your wallet
-Employ disk encryption for your wallet
-Don't keep more than 10% of your BTC in an exchange
My hopes for the future:
-Wallet that supports 2 factor auth - Spend verified through phone app or thumbprint
-Stolen coin tagging in the blockchain - Fiat serial numbers can be tracked at federal reserves and banks, bitcoins should have similar tracking. Exploding dye packs ruin fiat currency when robbed from a bank.