If you're using a laptop on the road, you're using other people's wi-fi networks, not your own, so there's nothing of yours that be really be compromised. If someone is savvy enough (and it takes serious nous) to piggy-back a paid connection you've made, say, at an airport, then there's not much you can do about it, and it's unlikely they'll be malicious anyway, just cheap.

Using encryption (passwords) will slow down you WiFi connection slightly and doesn't really add much security. If you're shopping online, the website itself will be encrypted when you pay and you don't really need to encrypt twice. Probably the easiest and simplest way to secure your network is via MAC filtering. Every device which uses WiFi has a unique id (MAC address) which will be printed on it somewhere. You can configure your router to only allow certain MAC addresses to connect, thus preventing your neighbours grabbing a free ride.

Note that if Mr. Mandelson gets his way, you will be help personally responsible for what people download over your WiFi connection, whether they hacked in or not. If the bill is passed, hijacking of WiFi connections will become much more common so if you're not particularly tech savvy you may want to think twice about becoming responsible for a WiFi network.

re security is not to store and confidential documents on you laptop and not to tick the box on sites for "remember me" that way if you loose the laptop someone can't mess around with your emails facebook before you can change you passwords etc. You might want to look at flickr account to pots photos and somekind of online back up if your taking pictures etc.

(as opposed to being on the road using someone elses)...This isn’t a professional opinion, just something I’ve picked up at home.

Whether your connection from the router to the ISP is wired or wireless, it's the wireless between the laptop and the router that needs to be secured and that’s the bit that is usually insecure. What I have done at home on our wireless router is this :

a) I made our router do MAC Address Filtering, it only allows specific MAC addresses to talk to it – every machine has a MAC address, and every wireless card in those machines has a different WirelessMACAddress (so my work laptop has one of each). Our router at home only allows a specified set of Wireless MAC addresses connect to it. That’s not foolproof though (spoofing mentioned above), it also doesn’t secure the content of the wireless traffic between my laptop and the router, so if this was all I did, someone scanning my traffic could see what it is....
b) so I also made the router do WPA security and put a long and complicated password on it, which means that every machine that connects to our router has to be set up using the same settings and password - you don't have to re-enter that password every time, it gets cached on the devices connecting to the router. I've never had a performance problem (that I could tell) - most of the delays on my downloads appear to be because I'm in Australia and a long way from anything I need.

Here’s something that’s probably a bit too techy for the public, but has some good points in it... http://en.wikipedia.org/wiki/Wireless_LAN_Security, which includes the following :

….
There are three principal ways to secure a wireless network.
• For closed networks (like home users and organizations) the most common way is to configure access restrictions in the access points. Those restrictions may include encryption and checks on MAC address.
• For commercial providers, hotspots, and large organizations, the preferred solution is often to have an open and unencrypted, but completely isolated wireless network. The users will at first have no access to the Internet nor to any local network resources. Commercial providers usually forward all web traffic to a captive portal which provides for payment and/or authorization. Another solution is to require the users to connect securely to a privileged network using VPN.
• Wireless networks are little more secure than wired ones; in many offices intruders can easily visit and hook up their own computer to the wired network without problems, gaining access to the network, and it's also often possible for remote intruders to gain access to the network through backdoors like Back Orifice. One general solution may be end-to-end encryption, with independent authentication on all resources that shouldn't be available to the public.

Access Control at the Access Point level
One of the simplest techniques is to only allow access from known, approved MAC addresses. However, this approach gives no security against sniffing, and client devices can easily spoof MAC addresses, leading to the need for more advanced security measures.
Another very simple technique is to have a secret ESSID (id/name of the wireless network), though anyone who studies the method will be able to sniff the ESSID.
Today all (or almost all) access points incorporate Wired Equivalent Privacy (WEP) encryption and most wireless routers are sold with WEP turned on. However, security analysts have criticized WEP's inadequacies, and the U.S. FBI has demonstrated the ability to break WEP protection in only three minutes using tools available to the general public (see aircrack).
The Wi-Fi Protected Access (WPA and WPA2) security protocols were later created to address these problems. If a weak password, such as a dictionary word or short character string is used, WPA and WPA2 can be cracked. Using a long enough random password (e.g. 14 random letters) or passphrase (e.g. 5 randomly chosen words) makes pre-shared key WPA virtually uncrackable.
….

Which is roughly what I am suggesting. To stop one of your neighbours free-loading your service would probably just require limiting your router to only accept specific MAC addresses (the unique ID for your laptop, or it’s wireless MAC address). But if someone is desperate enough to break into your system, just limiting to a particular MAC address isn’t enough, nor is WEP (‘Wired Equivalency’ is now useless for security purposes as it has been cracked), nor is a short WPA password like ‘jones’, but for passwords something like your favourite piece of poetry or a book (like ‘alasp00rY0rr1ck,1knewh1mwellH0rat10’) would be pretty tough to get. I use music lyrics which are pretty tough too. I pick a song lyric and use the initial letters of the words, and transpose some letters into numbers (like i->1, or ‘to’->2), so something like ‘I can see paradise by the dashboard light’ would become ‘1cspbtdl’, which is hopefully easy for you to remember and impossible for someone to guess. Most corporations (including security paranoid Microsoft) insist on 8 or more characters as a working minimum to have enough combinations that would make a brute force attack unfeasible.

If you've got a wireless dongle (e.g Vodafone), or you use a wireless router to the ISP you shouldn't need to do anything. There's a wireless ISP in Australia called UnWired where you have wireless to the router, and wireless from the router to the ISP. They have some info on that here at UnWired.com.au. http://www.unwired.com.au/support/faq/security.php tells you what you need to know – the wireless connection between the local base station/router and the ISP is as secure as a cable modem or ADSL wired connection between your home and the ISP. Or the same as a GSM mobile between your phone and the phone company/tower.

When staying at hotels it's not at all unusual to see a wi-fi source listed with a SSID like "Free connection". This doesn't ever seem to be anything to do with the hotel and is presumably a router run by another resident intending to log your activity through it should you connect. The legitimate connections, free or otherwise almost always have the name of the hotel in them.