There are constantly stories about TSA luggage screeners, airline baggage handlers, and random people stealing items or whole bags. If you have jewelry, electronics, or other items of value keep them with you in your carry-on luggage.
Also, if you are flying on a regional jet and need to gate-check your bag please make sure you remove your laptop or other items that can be damaged.
If you have expensive perfume or other liquids over 3.4 ounces those items will need to be checked, but laptops, iPads, Wiis, PS3s, and the like can all be taken through security and onto a plane. TSA will make you run laptops, PS3s, blu-ray players, and other items like that in a separate bin so if you are taking that in the box be prepared to unpack it. For the most part TSA does not require Kindles and iPads to go separately, but LAX apparently does.
Try to claim your checked bag as soon as safely possible so someone else doesn’t have a chance to grab it and take it before you even know it came onto the belt.
So remember: valuables in carry-on. Keep you eye on your stuff at all times. Most people handling luggage are honest, but that doesn’t mean you should throw valuables in their face.