a bit off-topic, but I would also like to point out that gold bars are your best option for physical commodities (vs. diamonds, platinum, etc.). If you've ever tried to resell a diamond you know what I'm talking about -- the markup is outrageous unless you are a dealer.

Gold has the smallest "spread" between bid and asked (buying and selling) relative to silver, palladium, etc. IIRC there is a denomination of bars that is conveniently weighted so as to be just under the 10K USD limit on carrying monetary instruments.

Not as small as a diamond, but perhaps you could put it in the bottom of your shoe if you are truly paranoid.