You should also remove the battery or if you don't want to do that use a buskill that will automatically shut the machine down if it is snatched away from you. No battery would make it slightly more inconvenient to use, but it would make it a hell of a lot safer because if it was ever taken away from you, they would not get very far with it before it shut down.

Come to think of it, I'd probably do both. That way, if they were to arrest you, but leave the laptop plugged in because they noticed there's no battery, they still wouldn't get anything because the buskill would have shut the system down.