Anyone know any good programs for laptop theft prevention? I want to be more cautious with this laptop.

Get a gun and keep a good eye on your machine. No software is ever going to compensate for not being a vigilant owner.

... That's helpful. I'm somewhat interested in this too, actually. Just in case.

Quite frankly, anti-theft 'software' is simply worthless in my mind, both in how easy it is to get rid of and how hard it is to find one that's going to work properly and not cost a bundle. I can't fathom why anyone would steal a laptop and not wipe it with the chance it has said software on it. Further, you'd be better off with a kensington lock w/a GPS transmitter on it since they're such a bitch to get rid of. Much more useful than software, which is usually also dependent on the laptop being connected to the internet.

http://en.wikipedia.org/wiki/Kensington_Security_Slot

Conversely, you may try Full Disk Encryption which I happen to like far better than anti-theft software, since the chance of you getting your laptop back are realistically slim to none no matter what software you use.
http://en.wikipedia.org/wiki/Full_Disk_Encryption

Open up your laptop and strap a GPS transmitter inside it Honestly, if I stole anyone's laptop, and they had any sort of security, I'd simply wipe the HDD and install a fresh OS. Now, are you more concerned about people stealing your laptop, or them stealing your personal data?

People who steal laptops are idiots, and people who get their laptops stolen are idiots. People who buy anti-theft software are the worst of the 3. There are notable exceptions, but that's how stereotypes and overgeneralizations work.

Data theft prevention is easy. Just encrypt. If you want to stop someone from stealing your laptop, you have to do it via hardware, such as a gps (to find it). If an idiot steals your laptop, I think LoJack is pretty good, though if they never get on the internet, then it doesn't work, and it's always running on your computer draining your battery. Better to just get a cheap laptop so you can minimize your losses if you do happen to lose the laptop.

If anyone with half a brain geared towards tech manages to get a hold of your laptop, unless you have some form of hardware protection, they can just dban it and have a completely workable computer, or they can go into a wifi hotspot wearing sunglasses and a hat (just in case lojack or GPS software is installed and video cameras are active), logon to your probably unsecured laptop, then proceed to copy the data over to an external drive, then dban the drive. Now they'd have your data which they can look through to find credit card stuff, saved passwords, etc...

A rule of thumb though, if someone has physical access to your computer, nothing is safe.

rockz already said this, but most criminals that steal laptops are stupid and don't know anything about computers, or how to reformat them. A lot of them probably wouldn't even know that you can format them and reinstall the operating system. Even the ones that did, may not be aware of laptop recovery software that may be on the laptop, and so might think they'll "get around to fixing it up next week" and meantime use the laptop as is - probably poking around for CC data etc.

Software protection will not work for laptop theft. As the many people have said before, criminals can just wipe the hard drive.
If you want people to stop stealing your laptop just get a laptop lock.