I worry about it too. I worry about fire the most
since the October firestorm here in San Diego last
year. I even had to load them all up (along with
pets etc) when we were told our area was being
evacuated. Fortunately, it was a false alarm.

You can get insurance through the Collectibles
Insurance Agency (www.collectinsure.com). I heard
about them at a con one year. Even though they
don't require appraisal or inventory records, I
keep very detailed  records of cost, where I got
it, from whom I got it, and condition. I also have
scans (or in case of very large framed cels
digital photos) of everything on the same disc,
even the stuff that I don't put up on my gallery.
You never know if later on they will question
ownership. 

I don't think framing the cels will make them more
likely to be stolen. The people I know that had
their homes broken into, had their places torn
apart and stripped. I don't think even my disc
would have been spared. (I should probably keep it
in a different location, such as at work.) 

If you're worried about someone living/working in
your home stealing things, I bet it would be
easier/less obvious to take a full cel book from
the closet, than a single large framed cel off the
wall. 

Anyways, I'm sure everyone else has their own ways
of doing things. Hope this helps a little.