Lots of folks traveling for the long Thanksgiving holiday weekend and gas prices and a wintery mix won't be the only problems.  For those flying, thieves are a concern.  A number of reports of baggage being stolen from airports--or disturbed in some way.  Officials say the best way to protect yourself and your belongings is to carry valuables in a  smaller bag and keep them with you during your flight.  Also, pick up your baggage as soon as possible.  If it's not there, a thief can't get to it.  And always take an inventory of your belongings as soon as you can to determine if anything is missing.  Some airlines give you only a matter of 'hours' to make a claim.