Eugene's observations

Mobile phones, USB devices and tablet computers get lost or stolen every day.  Now, while you still have yours, is a good time to prepare for the dreadful day so as to mitigate the disaster this often is.

• Encryption can make the device unusable or at least make your personal data inpenatrable. This can be done on the entire disk or just a folder or two. Truecrypt is a free program that may enable this.
• Sensible password protection will delay access to your device.  This means ensuring that a complex (at least 8 characters of mixed case and numbers) unique password has to be entered before the device can be powered up.
• Remote disabling devices are available for all handsets and third party apps. Once you notice your loss you just phone or log on to the appropriate place and have a signal sent to the device to disable it.  Examples include Find my iPhone, AndroidLost.com, Blackberry Protect, WindowsPhone.  And for laptops/tablets consider Prey. 
• Insurance can help with the replacement costs.
• Use a cloud based synchronization storage facility to replicate and backup important files. Eg. Dropbox, SkyDrive, Mozy.
• Mark the device in some way to help prove ownership - invisible ink perhaps. Also, retain a photograph of the serial number (not on the device itself though).