Bernie has a MacBook Air and iMac and he uses FileVault for encryption. But after hearing that it isn't very safe, he's looking to go to TrueCrypt to encrypt his data. Leo says that is a great idea, especially when traveling. And while both Apple and Microsoft offer solutions built into their OS, an open source is better because it's likely that the NSA and other law enforcement officials may have forced a back door into encryption, and there's no way of knowing if they have or not since the Patiot Act prevents them from saying.
So you should always use an open source encryption option. And TrueCrypt is the best one out there. It offers whole disc encryption and has many features that both OS X and Windows solutions lack.