I think the biggest cause of lost bitcoins would be keeping your Bitcoins/Altcoins on an exchange. An offline wallet is always best!

Exchanges can go down, keeping an offline wallet ensures you can backup your private keys and your Bitcoins.

Here's a link to some resources for offline wallets for those interested:
https://en.bitcoin.it/wiki/How_to_set_up_a_secure_offline_savings_wallet