So buy a used junker or a WallyWorld bike and park that into risky areas, and leave your good bike at home for serious riding.
But if you must ride the bike your worried about, use two locks. The Krypto NY Fahgettaboudit U-lock is a very good lock that a Bic can't pick. The best way to use this lock is to remove the front wheel and move it alongside the rear, then lock both wheels to the frame to a solid post-not a tree or something someone could just lift over, or a flimsy chainlink fence etc. Then buy a second lock like a thick Kryptoweave cable lock or OnGuard Rottweiler 5024; run this through both wheels the frame and to the secure post. Why a cable lock since cable is so easy to defeat? Because whatever will defeat a U-lock with hardened steel won't defeat a cable and vice a versa, and most thieves won't carry two different tools to defeat two different locks, they will instead move on to an easier bike to pop.