I have a relatively secure garage where I park my bike at work. I lock it with a single U lock, via the Sheldon Brown method. My wife knit me a sleeve that goes around the U lock to keep the bike frame from getting scratched. I do not have quick releases on my wheels (with the tires that I use for commuting, I never get flats), and I have not had any issues. My utility bike, which is used for groceries and other errands tends to be left in more dangerous places. It has an 'AXA Defender' frame lock, with a chain. Depending on where/how long I will be leaving it, I may add a U lock to the mix.