I use a decent U-lock and a couple of cables. Usually The U-lock goes between rear wheel, frame and rack/pole; the cable has 2 loops on either end-so cable through the front wheel and cinched with one end of the cable through the other and attached/locked with the u lock. I also just picked up a thiner cable designed for the seat rack.
Not having something to attach to is tricky. No utility pole or parking meter? You might want to check with management and see if there is a back service entrance that might have something handy to lock to. The grocery store I go by when I use the bike way to get to work and school has some nasty racks, the concrete block with slots for the wheels and little metal hoops next to the slots. Across the street, however, off the path and next to the bus stop are two nice racks that are much better designed. Guess where I will be locking up on grocery runs? As convenient as it would be to park next to the door, I will walk the extra 500 feet or less to lock properly. Check the neighborhood and see if something exists in the immediate area, even if it loses the park next to the door factor.