The very best, heaviest, and most expensive locks from Kryptonite, OnGuard, and Abus will deter any impulsive teenager who happens to be walking by. I put a good u-lock around the rear wheel, and then use a light u-lock or cable lock to secure the front wheel to the frame. That system creates enough work to send a thief to the bike next to mine that only has a cable lock.
However, any highly skilled professional with the right equipment can open any lock in the world. That means it is foolish to leave a $1,000 bike at the same rack, nine hours a day. If you must leave a bike out of your sight for more than ten minutes or so, you need a "stealth" bike. A "stealth" bike looks like junk, looks 20 or 30 years old, but in fact rides like a high quality bike. One of my "stealth" bikes was dented, scratched, and spray painted an ugly color. It appeared to be worth ten dollars. But, it weighed just 21 pounds, and rode as well or better than a new bike selling for $800 to $1,000.
If a crook has a choice between a brand-new shiny Wal-Mart bike and a rusty, dented, spray-painted relic from 1988, he will take the new bike...even if it weighs 40 pounds and the rusty bike weighs 21 pounds.