It depends upon how far you are willing to go. Keeping it locked in a bank vault comes to mind but I suppose you want more flexibility. Are you talking about physical attachment or just something to discourage a thief, or something to protect data integrity in case of theft? Realize that in many situations somebody may steal something and only later check if it has any value. If it doesn't they will toss it in the nearest river, but you've still lost it. As for iPads, a thief can reset one and it's like new.
Find My iPad - http://www.apple.com/ipad/icloud/#find - has to be enabled before device is lost. It also requires the device be on and connected to registered WiFi network or data service, and not having been restored by the finder (if it was really stolen then the thief has probably restored it). If you have activated the "Find My" feature, go to https://www.icloud.com or use the Find My iPhone app - http://itunes.apple.com/us/app/find-my-iphone/id376101648?mt=8
Setting up iCloud (requires iOS5) - http://www.apple.com/icloud/setup/ios.html - includes activating the 'Find My' feature.
Kappy's missing idevice recommendations 09/2012 - https://discussions.apple.com/message/19569712