i like this guys locking techique:
http://www.mechbgon.com/lock/index.html
what i like most is that he admit weakness. he know he doesn't have the best setup, and doesn't always lock his bike up the best way possible.
for me i use an old krypto ulok 2 series and an unguard bulldog lock. i lock up back wheel to object and front wheel+frame, if possible to an object too. recently i bought a saddle leash on bikeregiestery, locked up my rear rack+chain stay+saddle. a little bit of peice of mind(it was only 3bucks). i know i should upgrade my pirmary lock, and i have a krypto chain(just hard to carry even with a rack and basket). still i lock up my bike accepting it can get stolen, or parts can get ripped off. but i am happy for each day i can ride my bike.
i want to put a ball bearing in the headset axle nut and on the crankset with some locktight or something. lower the chances of those getting stolen.