I have the MetroSafe 100--love it. It's too small to carry an ebook reader, but it's great for sightseeing. Fits my Treo and camera in two padded pockets, and you can "lock" the zipper against prying fingers. (It's not really "locked" but it will slow down most pickpockets enough for you to realize what's going on--or for them to slink off in search of easier prey.) Once I get a netbook-sized laptop (I'm waiting till next year for the first flurry to settle down) I'm getting the MetroSafe 200, which is the one Ricky linked.
They have lots of other bags, all with lots of security features --
http://www.pacsafe.com