First, always have your laptop near you. Do not leave it by itself as there will be a good chance someone will steal it. To deter someone from stealing it, install a portable combination lock on it: Kensington K64670US Portable Combination Laptop Lock
Install software on the laptop which will tell you the laptop's location so if it is stolen you can track it. Whenever the laptop is sitting in your house, store it in a pillowcase or something really stupid as thieves will probably never check to see if it is in a pillowcase. Really though, if you always keep it near you and do not set it down anywhere, your laptop will probably never be stolen.