There is an excellent Article on ZD Net 15th June 2010 about the 6 Best Practices for Preventing Enterprise Data Loss. These include:
#1: Understand what data is most sensitive to your business.
#2: Know where your most sensitive data resides.
#3: Understand the origin and nature of your risks.
#4: Select the appropriate controls based on policy risk and where sensitive data resides.
#5: Manage security centrally
#6: Audit security to constantly improve.