An article by some lawyers at Latham & Watkins (a big L.A. firm), posted on law.com (paid subscription required), lists the immediate actions the authors say you should take if The Law shows up with a search warrant.
I found what appears to be another version of the same article in HTML and PDF formats at the Latham & Watkins Web site.
(Usual disclaimers: I can’t vouch for the accuracy or completeness of the information at external sites; if your company gets served with a search warrant, you really ought to call your lawyer right away.)