On my last tour, I took an OnGuard Bulldog Mini TC U-lock as well as OnGuard Akita 5043 (7' x 10mm) and 5045 (1.72' x 5mm) cables. Mostly, I just used the U-lock, when I used a lock at all. Did need to lock the bike up for an entire day at a popular tourist destination, though. Used the U-lock around the rear wheel (inside the rear triangle), large cable around the front wheel, and the small cable around the rails of my expensive saddle. Gear was left at the hotel where I was staying.

If I weren't going to leave the bike unattended for a significant period of time or in a high-crime area, I'd probably just take a 10mm combination cable lock, like the one staehpj1 linked.