Thanks guys. I didn't even think about pitlocks, it seems like a great idea. I'm only anal because the paint job on this Fuji Team is pretty flashy and it has that Carbon look all over it. I've been told by most bike shop guys to simply not park the bike, get another junk bike for the rides to the gym and use the carbon for a weekend bike.
From my research it looks like the best u-lock is obviously the Kryptonite New YorkFahgettaboudit U-Lock. Apparently it takes anywhere from 18-22 minutes to get through all 18MM of it. Although many people complain about it being too small to get through the frame and the back wheel. There is a M18 version for motorcycles which is a little bigger, 81mm x 302mm, although the warranty won't work for your bike (but the warranty is pretty annoying as is).
As far as chains go, The Kryptonite New YorkFahgettaboudi Chain also has one of the best reviews, it's 15MM thick, and weights a ton. If you don't mind wearing this around your waist I guess this might be a nice combo for the U-Lock mentioned above but the both of these together is going to be a huge weight. So I guess the 50lb theory you guys mentioned is true LOL.
And V70cat, I think it really depends on the rate of crime in the area. I just got my water stolen out of my cage after running in Costco to return something. Crack heads would probably steal anything with a quick release. Someone told me a story about a guy's bike whose frame was cut just to grab the bike to sell the parts. NYC is probably pretty bad, but for a $200 Insight a OnGuard Bull Dog Combo should do it. I'm just a little more worried because my bike's retail is 10X that and might attract the attention of professional thieves with their power saws.