...the key that comes with your lock works for your lock and your lock alone...
Well, not exactly. There are probably several thousand different key combinations for a given lock cylinder. The key for your lock will fit some other locks using the same cylinder. Of course, this means that there are other keys that will open your lock. The trick, of course, is that the chances of someone else's key working your lock is small enough that for all practical purposes, you have a unique key.[/QUOTE]
The same is true for your front door, your car, etc.
The "best buy" U-locks are the flat-key mini locks from OnGuard and Kryptonite. Put the mini lock around the rear wheel next to the seat tube and lock it to a hefty steel post set in concrete. Your bike is not going anywhere.
You should secure the front wheel with a cable lock, or second mini U-lock.