Never lost one (yet.) Coats, hats, and that sort of stuff I've lost. Never a camera, PDA, mp3 player, Reader, or cell phone.
When I first got a PDA I locked everything down tight. So tight even I couldn't get to a bunch of it without looking at my notes that were someplace else when I needed the data. Since then I secure nothing. Like Jack, I now carry only open materials on the Palm powered Samsung cell phone. There are books, contacts, and the replacement ink cartridge numbers for the ink jet printers. Governments will tumble if these fall into the wrong hands.