I assume your screen name means you live in Brooklyn so for locking up in NYC, I recommend the following:

1. Long shackle lock like the Krypto Evo extended. This will get your front wheel, frame, and bike rack or pole (although not all bus stops) and leave no room for a thief to try to use a pry bar
2. A shorter/smaller lock to lock the rear wheel to the frame. Stop by Continuum Cycles on Avenue B between 12 and 13th and check out their locks. They have a great mini lock that I use for my rear. If I had shallower rims, I could even lock my front wheel to the frame on one of my bikes.
3. Either put an old chain in an old tube and lock your saddle to your bike or get one of the krypto mini cables leashes to lock your saddle to your bike.

That is my basic set up. When I lock up at work, I leave a NY chain on the bike rack and use that to lock my rear wheel and frame to the rack, locking a saddle rail into the lock itself. I then use the krypt evo extended for my front wheel to the frame to the rack. And because I have the other lock in my back pocket, I throw it onto the rear wheel and seatstay.

Some areas are safer for your bike (the more residential, the further away from Union Square) while some areas are just bad ideas (Union Square, Union Square, Union Square). Locking to trees is illegal and locking to anything other than the vertical part of a scaffolding is a really bad idea. I see people use a cable through their wheels but I also have had friends come out to find the cable cut and both wheels stolen. If your frame has a short enough wheel base, the 3.3 ft NY cable should fit through both wheels and a pole. However, I met someone who did that and left the bike out overnight in Williamsburg and had his frame stolen (but not the wheels). There must have been enough slack that could be created to get the front wheel off and then to get the rear off.