He is using a U-lock in that pic.
And, that's one of the best methods. I have two U-locks (one NY Lock for frame-to-rack, one Evolution Mini for the front wheel-to-frame) mainly because I think that it's good to have two really sturdy locks. But, the cable plus U-lock as pictured is good because it requires a thief to carry two tools (at least) to take the whole bike.