Or, get a laptop with built in GPS and 3G internet, and hack the firmware to autoemail you the location on boot-up.
Now, asking other people to watch it can be one more nice human interaction for the day if you feel the need.
Plus, if others around me have seen me there long enough, I feel like they'll point out who/where the thief went when I come back out. You also just need to use your judgment. I'd never leave it there in an unfamiliar coffee shop or if I planned to be gone for more than 40 seconds.
I find the Bose QC2/Audio-Technica ANC-7 headphones do a good job at reducing low-frequency noise disturbances (e.g. train noise) but don't really do much with random background conversation chatter.
Comfortable, over-the-ear headphones are always a huge plus if you enjoy listening to music while you work (beyerdynamic headphones are very nice, although a bit expensive).
Everyone is unique. I work well in both very quite, and very noisy environments, but not so well in-between. You just need to figure out what works for you.