For people on the road all the time or for PCs that touch the internet on a continual basis, I highly recommend the use of a utility called Deep Freeze.
As far as setting up a secure connection back to your home network or office, I would swallow the work required to set up a VPN end point. You can get VPN end point routers for peanuts now. A very good one is the Netgear FVS318. I just don't like having to depend on third party resources for my security. Also, I've read some of these third party utilities for secure tunnelling are not totally bug proof. If you don't want to deal with carrying a laptop with a VPN client installed, there are a some VPN over SSL concentrators on the market. Netgear has one....SSL312. Or you can use a Cisco ASA 5505 set up as strictly a VPN concentrator.
Encrypting files is always a good idea. A very good freeware file encryptor is called TrueCrypt.
With respect with wireless network security, you can do all the aforementioned things like turning off SSID broadcasting, use of MAC address filtering, static IPs, and most importantly wireless encryption with the latest algorithms. A step extra which can be done is to set up an isolated subnet for only wireless devices. I have this right now where my high security zone...namely my wired network....is on a separate subnet totally isolated from the rest of my network via a firewall. The next step I'm going to implement is to require network authentication for all wireless clients. I'll do this with requiring a VPN tunnel and X-Auth authentication. So if you bust into my network, you're not getting squat or going anywhere unless you tunnel into my firewall.