When I'm moving around I often use a backpack to carry my laptop (I don't know how much of a threat this really is, but if I were going to mug someone I'd be more likely to go after the guy carrying case that almost certainly has a laptop in it, vs. a guy carrying a beat-up old bag that might just be full of dirty clothes.)

So I often throw in a keyboard and mouse. The microsoft 'comfort curve' is particularly well-suited for this, though it is a bit long.