I'm not the definitive person to ask, but my impression is it would be hard to cover all the bases you want. A lot of it depends on how crime-worthy the place is that you would be leaving it. For instance, beaches seem like a likely place to lose a bike.
A good U-lock is the thing to lock the frame and one wheel to a fixed object. Again, the more secure the lock, the heavier it would be, up to the Krypto NY locks which are very heavy. Then you can look at running a chain and lock (or a cable lock if you don't mind trading some security for a lighter lock) for the other wheel. The general idea is that the kinds of tools that could break a U-lock are different than the ones that cut chains/cables.
As a new owner of a Dahon who's brought up this subject here, I am convinced more and more that the only really safe solution is to use the bike's folding capabilities and have the bike with you all the time. The more I think about it, the more it looks like no lock provides total security against theft. It seems more of a visual deterent to the casual opportunist.