I suggest you take a look at using Fire-vault 2 on your next Mac. This will keep your data safe. In addition, set a firmware password by following instructions here: http://www.imore.com/how-set-your-macs-firmware-password-and-why-you-shouldnt. This will prevent anyone from booting the Macbook without a password as mentioned below by n1000.
If you want to go the stealth route, you can create a password free account with and place a Remote Keylogger(Don't install freeware like Keytext, you need to have access to the Mac to retrieve the log files). Do a quick Google search and read reviews for a key logger that you can access remotely. You may have to pay for that software. When you have the key logger set up install something like http://excesapp.com to encrypt your home folder.
Above all else, make sure to keep your laptop safe; don't leave it unattended, keep it with you at all times. Of all the laptops I've had, my data has always been safe, because I always kept it close by. Make sure to keep a better eye on your laptop in the future.
Good luck, and let me know if you have any more questions.