I cant comment on traveling with a laptop, but I do frequently travel with a good deal of rather expensive camera equipment, and the same things apply to that.
Like others said, keep it in view *at all times*. Never, ever, take your eyes off of it. Even better, have a firm grip on it at all times. Criminals tend to look for the easy hit--dont be that guy, and you shouldnt have a problem. Make sure it looks like you are paying attention to it, not just absentmindedly letting it sit there.
One thing to think about is the metal detectors. While this hasnt happened to me, I have heard of it occuring. When you put your laptop through the scanner, make sure to keep your eye on it. There have been many cases of someone at the end of the detector walking off with it as though it were their own. If you are travelling with more than one person, it may be a good idea to let someone go through first that doesnt have an valuables on him so that he can watch the rest of your stuff go through.
Again, just be vigilant. It isnt going to magically disappear, and as long as you take precautions to make you a harder target than someone else, you shouldnt really have a problem.
And definitely take any valuables carryon. Never trust the guys in the back not to root through your stuff.