Yeah. I've been in this situation. You think you'll grab the things most important to you: your computer, your cats, your favorite leather jacket. The truth of it is though that when you see the orange flames flickering through the window blinds, you'll be lucky if you find shoes and can get your shirt on before you reach the front door as you flee.
Me I keep a small collection of tiny USB thumb drives on my person at all times. When I have on jeans they stay in my watch pocket, attached to my belt with a chain. When I have on sleepwear, they are clipped to the choker I wear 24, er, 30 hours a day. I made it myself out of decorative twine and a small metal clamp for a pendant. Stuff I keep on those thumbdrives includes all the writing I've done since owning a computer, music I've written, a few GB of photos and other image files, a few mp3s that I am particularly fond of, copies of my will, power of attorney and advance directive papers as well as emergency medical information, and some other odds and ends that I would want off the hard drive that I won't have the time or presence of mind actually to grab.