If your laptop was stolen, you have to make the assumption that everything has been compromised. On any OS, if a technical person physically has the machine, they have the capability to read the hard drive. Most likely, they will simply erase the hard drive, but you need to assume the worst.
The best way to prevent this is to use whole disk encryption programs such as TrueCrypt, BitLocker, PGP, etc. If the laptop is stolen and the disk is encrypted, then you can rest assured that no one can get the data.
Change all your domain password and website passwords. This is made easier with password programs like KeePass. If you use these password programs, you then have a complete list of everything you have a password for and will then know what to change. People often dont know how many passwords they actually use.
You might have had saving passwords off in your browser, but you might be surprised how easy it is to get past them. Often websites will offer to mail you a new password on reset, which isnt any good if someone has access to your mail. Another problem is websites will ask you a series of questions to reset your password. Many times automatic form completion can fill that info in.
I said it before and I will say it again, get disk encryption. Many are free. If a machine leaves a secure environment, you need to assume it will get stolen.
As for tracking attempts, thats a different story. Your IT department should be able to track attempts to log into a VPN or internal websites. However, everything else is unlikely.