If you're laptop's stolen there's a lot any thief will do with it. Note that the following assumes a highly knowledgeable thief:
* Scan your hard drive looking for passwords to websites and other personal details. Do not have any web browser 'remember password' for any remotely important site, e.g. paypal, eBay
* Satisfied with that, reinstall the OS.
* If they don't feel they can sell the laptop, strip whatever parts they can (memory and hard drive for instance). If you have a Kensington Lock, a very determined thief could do that 'on-site' as it were.
A less competent thief may well use or sell the laptop as is, in which case if you install some kind of ssh server you could access it remotely. In this case you NEED a password on your admin account, and as
>>8 says, you'll also need to use DYNDNS to find out the IP address. If you have a firewall, port 22 needs to be open - bear in mind it could be foiled by a hardware firewall.
>>3
If you set a bios password, you use that in conjunction with setting the boot order to 'C only' or similar. Bear in mind if you forget said password and your OS goes belly-up, you're screwed.
Mark your laptop with a UV marker - or, if you don't mind the minor damage, you could have details etched/dremelled into the base.
You might also want to note down the MAC address of the network card. In principle, if a stolen computers' MAC address was reported to the police, ISPs could block it in an analogous manner to how mobile phone networks block stolen phones based on IMEI numbers. However, AFAIK no such system is operational at present.