Currently I only have a cable lock. And, in winter, I use a lighter cable lock because the thicker one I have doesn't flex much in the cold.
I use the same lock all over town.... from the downtown library and bike co-op to the surburban Home Depot.
I'm not advising you to follow my lead, however. I've always thought I should drag along a mini u-lock with the cable lock.
I'll probably end up doing that just *after* one of my bikes gets stolen.