if you were on your bike and some guy came up to you trying to mug or assault you, it would be well within your legal rights to defend yourself using a u-lock. I say this b/c it would be well within your rights to defend yourself with a gun, and a u-lock certainly isn't anymore dangerous than a fire arm. The only times where the law gets tricky in these situations is when it is unclear whether or not you were actually in danger. I wouldn't go swinging that lock at anyone who is just yelling at you or something...