You can't, really.

You can make it more difficult, so the bad guy (really,
I'm not that bad) steals someone else's bike parked
next to yours -- the path of least resistance solution.

You can use protective camouflage -- the ugly it up
solution (duct tape and primer paints are good for this).

You can never let it out of your sight --the hang it
up on the living room wall solution.

But in the final analysis, all you can do is slow the thieves
down a little. Hopefully they will make enough noise that
you can shoot them.

I worked as a fireperson for a number of years. A large part
of the job constitutes breaking and entering.

I'm also interested in bicycle theft (the study of it, not doing it)
as a hobby. Bike theft would not have gone on at the levels
it has for the last 110 years or so if there was an easy way
to prevent it. I try to keep up on the latest methods. While
it would be great if they were not discussed in public forums,
the cat is long since out of the bag. Look at You tube.

U-locks are great, but I personally will only leave a bike locked
up that is old, unattractive, and cheap enough to replace
that it won't hurt so badly if it disappears. Not the world I'd
choose to live in, just the one I do.

Regrettably,
Mike Larmer