Usually I don't . However, if necessary, I can lock my bike as secure as anyone, more so than most. U-lock, cable, and heavy chain. I bought them to use away from the local area.
Around here, it isn't generally necessary to lock up. At work, my bike is under video surveillance, they also have a zero tolerance policy regarding personal property. An assistant supervisor was fired for stealing a pack of cigarettes from one of my co-workers.
At home, my bike lives on the porch, at the end of a 125 foot private driveway, with four dogs on the other side of the door.