Depends on the circumstances. I always have a little cable lock on the bike, even on trips where I don't plan to stop anywhere. In our fairly safe area that's all I use when locking the bike for shopping trips, lunches, meetings, etc. But I also have a U-lock that I use if riding into the city (SF or Oakland) and will be leaving the bike locked up outside. The first time I used the U-lock was on a ride with a stop at a science museum in SF. Two people with me on the ride used their cable lock and when we came out my bike was the only one left.