Here's some thoughts on locks and lockup: http://www.mechbgon.com/lock
You should start by thinking about
1. how attractive is your bike to a thief
2. is it parked in a predictable location on a predictable timetable
3. how prevalent is bike theft in the area you'll be locking in
If one or more of these are raising a red flag, then go heavier on the security with at least one really good lock, and possibly back it up with a secondary lock. If you're parking at the grocery store on a random timetable with a utilitarian commuting bike, a lower-security lock and a cable to secure your front wheel and seat/post is probably sufficient.
Anyway, if I had to throw out a blanket suggestion, the Kryptonite standard New York U-lock or the Evolution Series 4 would be a couple safe bets, the New York being stronger and the Evolution 4 being lighter. Both of them have a double-deadbolt crossbar so cutting the shackle in just one spot doesn't easily free the bike.