File>Backup Wallet

Keep that (preferrably in either an encrypted jpeg or in a password encrypted archive or drive) on 3-4 USB sticks.  I usually just burn a copy on a CDR as well, and then keep a copy safe offsite if you really want to avoid disaster losses.

As far as theft losses... preferrably use a dedicated machine (or at least a dedicated installation on a single machine) and never use that OS for anything other than crypto activities.  Biggest threats are backdoors/malware from porn/social media/games/warez etc... at least 9/10 times I hear about someone getting hacked despite "never doing anything wrong" it later comes out that they were infected with something or left RDP open and unsecured or had installed obviously suspicious software on their system.

Regardless of the OS (but this especially applies to Windows) the less software you install on your system, and the fewer places you go on the web... the safer you are.  Obviously this isn't a substitution for hardening/patching an OS to avoid being an easy target - but most of the time, hacking victims have unwittingly invited the thief into their computer...