Yeah, it depends where you are. (let us know) But if someone was trying to hammer, pry, & steal your bike despite the U-lock, that is a sure sign that you need to take locking seriously and forget about your paint job.

I use a bit different logic than the Sheldon Brown site. Although his is sound, it may not occur to a thief that he can't get the rear wheel out of the triangle when it alone is locked.

I use a mid-size U-lock through the frame & front wheel. The frame to secure the frame, and the front wheel because it is the most easily removed. (no chain to mess around with; just need a 15mm wrench) Then, a beefy cable through the rear wheel and put onto the U-lock. One thing Sheldon overlooked is that one doesn't need to defeat the cable; he only needs to defeat the U-lock and the cable comes right off. The cable is just to deter crimes of opportunity. You have to make a judgment call as to whether your local thieves are dedicated enough to steal a rear wheel with whatever type of nut secures them. (There is the chain to deal with too.)

I'm the only one at my rack who bothers to secure his rear wheel with a cable. Lots of folks don't even bother to secure the front wheel, they just put their cheap cable lock through the frame. This is kind of funny to me, because on most of those bikes, the theft of a wheel would "total" the bike. Who's going to pay $100+ for a replacement wheel on a beat-up $200 bike? Those people would be almost as screwed as if the whole bike were stolen. At best, they'd have to search for a compatible used wheel.

My criminal psychoanalysis for my area is that a thief would see the U-lock on my frame & front wheel and move onto another bike with a cheap cable lock through the frame. A little patience and a side cutter and he'd have a bike.

For you, I recommend a U-lock and either a cable or hardened chain. Replace all quick-release levers with proper nuts & bolts. Maybe even tamper-resistant Torx.