Leave it in my office, but otherwise same as amckimmey.

U-Lock through one of the wheels + frame (usually back wheel, but depending on whats available on the racks and how I can position my bike, not always easy) with a cable lock looped around the other wheel and attached to the u-lock.

Although recently I've just been bringing it into my office - even though I dont think it's in a high-risk area, there have been times in the past I've come back to my bike being damaged (wheel bent, brake lines pulled, etc) just from being jostled around in an overpacked bike rack.