Remember not to choose an excessively simple PIN like 0000 or 1234. You don't want to make it unduly easy for anyone other than yourself to access your assorted devices.
In addition, always lock your laptop's screen when you step away for any period of time, to keep prying eyes from peeping at your work. In Windows, hold down the Windows key and press the L key; that will take you to the login screen.
In Mac OS X, open Keychain Access in your Utilities folder (or do a Spotlight search for it), and within the Keychain Access menu, select Preferences. From there, check the box labeled Show keychain access in the menu bar. A lock icon will appear in the menu bar; that icon will allow you to lock your password keychains, as well as your screen.
Use security software on your smartphone: Even though PINs, patterns, and passwords are a good first line of defense, you'll need much more to keep your data safe. In fact, one of the first things you should do when you purchase a new phone is to install a mobile security suite.
On Android, apps such as , , , and let you remotely locate your absent device, lock it, or wipe all data from it. Some of these apps also include antimalware and phishing safeguards, so you'll be protected even in your day-to-day activities. Seekdroid costs $1, while the rest of the listed mobile security suites are free (you will have to pay extra to unlock all of their features, however).