My primary concern is someone physically stealing my Macbook or iMac. They are personal devices and the content on them would not be much of interest to others, foreign governments or other entities.
I have Prey[1] installed. On both devices, I have "admin" credentials taped to the back. The account is actually a locked down user-level account with very little authority, other than being able to get on wifi/browse the internet, etc. I suppose this would be a honeypot of sorts. My thought being if someone walks off with it, I want to be able to gather as much info on them as possible. I haven't given a whole lot of thought to this, so definitely curious if there are issues with this approach.