So, anyway, back to the OP's question --
Since any lock can be defeated eventually, but they still serve as a deterrent, you want two things: looks and durability.
Of course, for something built for function and not aesthetics, looks shouldn't matter. But, you want your bike to look harder to steal than the one next to it. Half of the deterrence effect is how difficult it looks to break. Usually, though, any lock is enough to make a casual thief think twice, so it's not like you need to get something too crazy.
Durability means that not only should it stand up to an attempted theft, but it should work when you need it to work. Otherwise, you're either stuck without a lock to use, or your bike is stuck inside a busted lock. Between the two big US lock brands, people here have talked about their OnGuard locks breaking, but not Kryptonite.
Whatever lock you get, don't settle for one with a barrel lock (the key looks like a little tube). They're getting hard to find thanks to the widely-publicized trick of opening them with a Bic pen, but they might still be in stores.