I felt very badly for the young man who had his bag with his winnings stolen. Although he "should" have kept his money on his person, every one does something stupid at some point and we each just hope the lesson we learn isn't too costly. Personally, I've left a full cup of coins on the toilet paper dispenser (returned a minute later to find it gone) and, as a very new casino goer, have asked a total stranger to watch my machine with large coin-in (money still there when I returned).
The archives at Casino Player (http://www.casinoplayer.com) have 2 articles I printed out and reread just before every Vegas trip. They're a great reminder for both new and experienced players. January 2000 had "25 Ways to Protect Yourself - How to Stay Safe in the Casino" by Frank Scoblete. October 2000 has "Playing it Safe - How to Protect Yourself and Your Valuables in a Casino" by Stacy Herriott.