This is a tough question. A dedicated thief will take your bike. Nothing you do will stop them, you can only make it harder. My last bike was stolen despite being locked like Sheldon Brown suggests with both a Kryptonite U-lock and a separate cable lock. Mine was the most secure on the rack, but given enough time, motivation and the right tools, they can get your bike. I've changed my commuting strategy to use an old beater bike that is mechanically sound but not pretty. This bike still gets a Kryptonite U-lock and a beefy cable lock as it's just a pain to replace a bike.

If you own a Kryptonite lock, be aware that the anti-theft policy is an optional insurance policy that is not provided with the lock. You must register the lock within 15 days of purchase and then purchase the insurance otherwise all they'll do is replace the lock if the thief is considerate enough to leave you a piece.