A couple of quick thoughts:
- As mentioned, if someone wants to steal your bike they will figure out a way to steal it. The key in my experience is to just not make it worth their while. I just use a u-lock (onguard bulldog) and a cable lock. Both attached separately to a bike rack. I make them both obviously visible and either park under the window in my office so I can see and hear it or I lock it amongst other bikes, most of which are locked poorly with cable locks or cheap chains. If anyone is looking to steal a bike they're nab the bright red department store mountain bike locked up with a cable lock through the front wheel but not the frame, not my brown 1977 Raleigh sport.
- If weight is a concern and you are regularly making a commute from your home to one single spot (i.e. a single place of work) then just leave the u-lock on the rack at your destination point. I used to do this when I was living in a place where my bike was stored inside. It makes it super easy to use a somewhat heavy lock and not carry extra weight or luggage.