Your Kindle is linked to your Amazon account and you have to enable 1-click ordering to be able to buy books on it. That means if somebody got hold of your device they could potentially purchase a huge number of books before you could even get online to deregister it.
There is the option to add password security to your Kindle but that would mean having to type your password in each time you wake it up. An alternative is to remove all payment details from the account but this would be inconvenient next time you actually wanted to purchase something. I stumbled across a suggestion on a forum and thought I would post it here since it seems to work:
In your "Manage Your Kindle" account page edit your "Default 1-click Payment Method" and add a new card as follows:
|4111 1111 1111 1111||Standard dummy VISA number|
|Dummy||Or something else to remind you that this is not a valid card|
|01/11||Or any date in the recent past|
|01/15||Or any date in the future|
Before going away you can switch to this card so that if your device does go missing you will not end up with a credit card bill full of book purchases. Using the dummy card does not appear to prevent you from ordering free books through the 1-click system either!