About 3 months ago, my ipod was stolen  , and with it, a bunch of important personal data, now I have bought a 4 GB usb drive I would like to encrypt it along with all files that are stored in it, several questions come in order:
How can I achieve this?
What would be the recommended security encryption to use?, why?
Will I be able to use it on windows pcs?

I also will want to do the same for my laptop partitions, home, var and swap, and in the near future in a bunch of my company windows pc's filesystems or maybe only to specific files (what would you recommend?).

All advice along with tutorials and guides will be greatly appreciated.

Im using Debian lenny with kernel 2.6.24-1 amd64