I lock up with two quality u-locks, one thru rear triangle of the frame, around the tire per a la Sheldon, other goes around the frame itself, third lock is a fat cable thru front wheel and frame, fourth lock - cable, secures the saddle to frame. If I feel paranoid that day, I might throw in another chain thru frame and front wheel. So far, it proved to be working. And all of the locks go with me, always. Overkill? Maybe, but better that then to have the bike go missing. And I do not lock it to a rack, not that one exists, it's locked to steel fence, an industrial steel fence, that would take at least 10 min to cut each link of the fence with hand tools. And it is locked in more then 3 points to the fence, so it would take at least half an hour of cutting and sweating to take it, and it is a good thing that thieves are generally lazy. So they just might pick up some of the other bikes. That are also locked nearby. With a single thin cable lock. Thru the frame only. With QR wheels.