I tend to either put mine in the safe, along with my cameras if I'm not carrying them, or hide it someplace the average hotel worker won't look during a quick shufty, like on top of the TV cabinet.
My laptop has, among other things, patent applications on it, so it's secured nine ways from Sunday, but it would still be an enormous pain in the ... if it were lost. Plus there's no security that can't be broken given enough effort. I don't worry about industrial espionage so much as some jerk posting random crap from my hard drive, getting into my email accounts, etc. The security on it is more than enough to stop J. Random Thief from getting into mischief.
M