After using U locks for many years, I am now a big fan of the Abus folding locks http://www.abus.de/us/main.asp?Scree...ArtikelGrID=11
Weightwise, they are hefty, but not as heavy as U-locks with similar protection rating, and they fold and tuck into a nice little pouch that mounts to the frame. I always hated having to stuff my U-lock into a pannier or on top of my rack.