1. You friends don't know what you own.
My house was burgled while I was in Dallas for my mother's mastectomy. I asked two friends who had keys to go to my house and see what was missing. They told me that my things had been rifled through but they couldn't tell that anything was missing.
The count of stolen items thus far: 3 laptops, 1 17" LCD display, 1 250GB external HD, 1 belt (odd, but the burglars left me a t-shirt, so maybe that was a trade), 1 alabaster ashtray (a family heirloom, almost worthless to them, priceless to me), 1 set of PowerPC Leopard install disks, 1 iPod dock/boombox, 2 pairs of iPod headphones, two laptop bags.
2. My burglars were not in a hurry.
They took at least one shower, they went through every storage box, they went through my sock drawer, they went through everything. They clearly had no concern whatsoever for being discovered.
3. Off-site backups are important for personal data as well.
They took my external HD and my spindle of backup disks. Gone is my entire iTunes Library (in an unrelated but remarkably bad timing event, my iPod died during my trip as well and the data on it are unrecoverable), all of the web design work I have done since 1997 (except live code, obviously), all of my pictures, my own writing, everything. I was real proud of the fact that I had everything organized so well on that HD.
Fortunately I have been a PGP/GnuPG user since 1997, too. My privacy has not been seriously compromised. I am a diligent encryption user.
4. They're just possessions.
I'm bummed-out, but not heart-broken. I actually like the way my apartment looks with all that stuff gone. I had my most valuable possessions (the iBook, the broken iPod) with me. My cat is still with me. I hate what has happened, but in comparison to the litany of losses I have had in the past two years this is no great tragedy.
If anyone has a set of Tiger install disks for the PowerPC architecture they can loan me, I need some. I ordered a bigger HD for my iBook and now I can't install it because I can't restore the OS. I have a Tiger upgrade disk. I don't know why they didn't take that, it was out in plain sight.