A laptop's greatest strength is also its weakness. The superior mobility of a laptop means that it can go anywhere you go, but it can also disappear in a glance. Laptops are easy to steal and fairly easy to sell, which means that you have to have some type of physical security setup. You can have two different levels of security for your laptop: preventative and recovery.
For the preventative side, you're mainly looking at fancy locks. Most laptops now offer a special security slot which is firmly secured in your laptop's frame. You can place the end of the cable into the slot and twist it to secure the end in place. The other end of the lock can then be looped around something sturdy and locked into place.This offers the benefit of making it much harder to just grab a laptop and run.
There are a number of different types of laptop locks, so you'll need to do a little shopping around. Bright Hub has a nice compliation of reviews for laptop locks. Just check the link to read it.
On the other side, you may also want to see the different software available for laptop recovery and protection. There are a few different options available which offer GPS location services for stolen laptops. With these programs, you can report a stolen laptop to the service, which causes them to turn on the software's alert. If it logs on again, then they'll be able to track it down. This is a great way to recover fenced laptops. Some programs also feature next options. A few can use built-in webcams to take pictures of the thief, and its even possible for the software to make the laptop simulate a screen failure and then send out SOS messages.
Obviously you have a number of choices for your security software. We have a full review of this field of software, written by me, in this overview of physical laptop security software.