Jump back five years and all you used to hear about were people who plugged in a friend's USB drive and got infected with a virus and then lost all their business documents. This still remains a threat but the latest problem is not about infections but what is stored on USB drives.
Do not trust optical media as a back-up
Disc rot is relatively unheard of ... it's what happens when a CD, DVD or Blu-ray deteriorates over time; precious photos or videos burned onto optical media could be lost. A safer solution is to store content online and on other media such as external hard drives.
Turn off auto run
Turning off auto run on your laptop or desktop will reduce the risk of malicious software running from removable media.
Do not plug in strange USB drives
USB drives can be used to transport malware, especially trojans. If you find a USB drive on the train resist the temptation to plug it into your computer.
Virus scan all removable media
Set antivirus scanners to automatically scan all removable media for viruses. Otherwise run a manual scan each time.
Separate personal and business
Use one device for personal work and one for business. Then, if one is lost, not everything is lost or leaked.
Do not leave drives on the desk
USB drives are tiny and you may not notice if one has been taken. Never leave them on your desk as anybody, cleaners or other staff, could easily take it.
Some USB security systems will allow auto-lock or auto-deletion after five or ten failed log-in attempts. This normally applies to hardware encrypted.
Data leakage through removable media is massive. Encrypt all USB drives, external hard drives and optical discs to ensure data does not leak if lost or stolen. Two options are available hardware encryption or software encryption. Both have pros and cons.
If you are worried about data leakage or malware you can disable USB ports and disc drives, either by pulling out the cables, group policy or third-party software.
Implement a policy
USB drives are a massive cause of data leakage and companies are fined frequently for losing data from such media. To ensure staff are clear of the rules, add a section on USB security to your IT-user policy. Instead of advising staff of the rules, enforce this by software blocks.