Cool list from Lifehacker about how to lock down your data:
- Wipe that iPhone (or BlackBerry) before trading in.
- Use virtual credit cards for iffy online buys.
- Hide data inside files with steganography.
- Plan for the worst.
- Get smarter on security questions.
- Boost your browsing and downloading privacy.
- Theft-proof your laptop (and its files).
- Secure your wireless network.
- Encrypt your data whole or piecemeal.
- Use KeePass. Love KeePass. Be secure.
Read the details here: Lifehacker Top 10: Top 10 Ways to Lock Down Your Data.
Williamo's Blog 
The best way I found to lock my data is Folder Lock,it secures my data at the highest level of security.