Well at school, it is so easy to rip off a laptop, so some thoughts gathered from the web about how to protect yourself:

• TUAW has some good suggestions. The best is to change the system preferences/accounts so you disable automatic login and ask for the name and password. Also in System Preferences/Security/General, set it to require a password after 15 minutes of sleep. Makes it harder to just rip it off (although a thief will just reimage the laptop unfortunately and they can see the data on your hard disk unless you File Vault which for some reason fails on this Macbook Pro).
• LoJack. Final recommendation is LoJack which stuffs something in the BIOS for PCs. Sadly on Macs, it is just a hidden partition so easy to wipe out.  It is $60 for 2 years of coverage. ($90 from Amazon) for three years.
• MacLocks has something that ties into the little screws on the back and acts as a case. They supply you with screws but it is ugly on the outside but does include a lock and a case. Their new wedge lock shipping September 1st looks really nice and doesn't require a case.
• Kensington SafeDock. Macs don't come with any way to secure them, so this basically  a docking sleeve that it slides into. Means that you can't have a case with it though.
• LandingZone is a docking station that is also secure. A cool kickstarter project that adds magsafe power, usb hub although actual amazon users really dislike it.
• MacBracket. For the truly functional (some would say ugly) answer, this thing sticks straight out at the hinge.