Those chains are for routine locking; you leave them at your lock up spot. I realize that lots of BF members carry them, but that's too much weight. Get a mini-U and a THICK combo cable lock. Put the U around the rear rim and the object you're locking to. For best results, the U should enclose the rim, chainstay, crank arm, and the object; no room whatsoever for a jack. Then put the cable around the front wheel and frame. Tools against one are useless against the other when you have different style locks with different locking mechanisms.
Also, +1 for OnGuard locks. Solid stuff at a great price.