1) auto insurance is good if all you need is the car, homeowners or renters insurance covers personal items stolen from your vehicle anywhere in the country.
2) if parking a trailer or van in a suspect area, take the time and protect yourselves by spending 10 minutes taking a wheel off.. it's incredible difficult to steal something missing a wheel.
3) Lojack (sic?), small transmiters for both your expensive gear, and your vehicle/trailer.
4) if staying a hotel, feel free to haul something in with you if space allows, take your guitar at least. this minimizes risk, amps and drums are the least likely stolen in a common car prowl (too heavy and cumbersome to run with).
5) always try to park in a well lit area or in a hotel with a secure parking lot. when in doubt, sleep in the van.
these were tips i found useful, would anyone care to comment or add? I think we would all benefit from the wisdom that flows through this board....
Generally those policies have limitations on the value of the personal items that will be covered, on a per item basis and/or for a total amount. Also, most home contents policies will not cover items that are used to earn income (eg. by a touring band). If you're a gigging musician it's best to insure through a specific musical equipment policy, which generally cover almost any situation (eg. vehicle rollover, fire, theft from venue/home/vehicle/rehearsal, malicious damage etc)