Bitcoin security is partly based on public-key crypto. So anything you would do to secure a private key, you can use to secure your BTC from being stolen. Encrypt it with a passphrase, or store it on a thumb drive and lock it in a safe, or print it out on paper and put it in your wallet to be scanned (e.g. in QR code format) only when needed, or even store it in a tamper-proof hardware dongle.
Plus the programmability features of Bitcoin open up some other interesting possibilities -such as setup multi-signature wallets each in a different physical location.