I'm using the Krypto NY Chain that comes with a U-lock. I take the front wheel off and lock it all together to a rack on the street. The rack is conveniently right outside of building security's window, although it wasn't placed there because of it. I leave the chain there and use a NY Fahgeddaboudit U-Lock if I think I'll need a lock anywhere else, which is very rare.

I worried about it when I started commuting earlier this year, but I don't anymore. There are nicer bikes that I see in the same places day after day with the same lock. Nobody ever touches them.