The already mentioned FileVault will certainly help, but it must be coupled with a strong password.
In any case, the FileVault solution sometimes proves to be a problem, as it is known to have inconvenience to some pieces of software. If your intention is to completely wipe the system you have a few alternatives:
1) One would be to use a service like Lojack for Laptops, that has the option to remotely wipe the box. It’s basically has a service that will connect every 15 mins to their server to “check” if the Laptop is ok, if not, it will proceed to do different things (erasing information being one of the options).
2) You could do the above if you have scripting abilities and a webserver that you can upload files to. The basic idea consists in creating a script that will be executed upon boot (using Launchd), that will connect to your webserver and check for the existence of a file. E.g.: www.yourserver.com/mycomputer_erase.txt
If the file is found, then the script can execute a series of commands or something as simple as:
rm -rf /Users/youruser
You can go beyond that and use applescript to perform other tasks, like taking pictures or uploading stuff via ftp or even dropbox.
The concerns about #2 are:
What if I want to know where my laptop is? You can check your webserver logs to see who accessed the file and when.
What if my laptop gets erased before they turn it on or connect it? Well, this is basically not your problem, as you want your data to be erased, not your laptop to be recovered :)
Looking for a solution like #2, I came across this -not so new- post of a guy who did it with a Perl script. The post is from 2006, but it may help you go in the right direction. You can find it here.
In any case, all of the above could be certainly used in conjunction with FileVault.
Finally, make sure you have a backup of your data before experimenting with the scripts (or at least change the ‘rm’ command to something harmless ;)