you'll be fine. i used to do all-day lockups on 34th street with just one big krypto u-lock. i work all day in lower manhattan with no problems. iro, carbon fork, brooks or flite saddle, some dura ace bits. whatever.
lock both your wheels if you can. quick release front wheel for the win.
if you're paranoid, take your saddle and seatpost with you.
i used to have an old chain to the rails, but got tired of it rattling all the time.