Ok. I wouldn't buy a bike branded chain and micro-u. Instead I'd get a piece of high security chain and a high end padlock. This is
1. Much cheaper
2. Gets you a better padlock design. High end padlocks aren't designed to look cool and bike-ish or to carry out Kryptonite's branding strategy, just to stop people stealing stuff. Often quite important, valuable and dangerous stuff.
This article will tell you what you need:
http://www.living-room.org/security.htm
And this lock is the sort of thing you should look for - it's a "closed shackle" design. See how the shackle is protected attacks by the body of the lock? Get one that will have as little space as possible for a prybar or jack when the chain is inside - depending on the chain you might be able to thread it through itself and then lock through only one link to secure it.
Other advice: if your bike is a really good one and parked in a high threat area then pro thieves will be willing to wreck the frame just to get the components - cutting through a bike frame takes seconds, then you throw it in a van. There are places I just wouldn't leave, say, an Ultegra level bike - the ebay price of the brifters alone make it worth stealing.
The only want to possibly deter thieves of this type is to "uglify" - you dremel the logos from those brifters and splash or spray them with dayglo paint in ugly colours, drool epoxy on the rims and repeat, cover the frame in dozens of pain in the ass stickers, fill hex key slots with bbs held in with hot melt glue (you can chip the melt glue out for a field repair, and then a magnet helps with the BB.) In this way you reduce the value of components, increase the hassle of stripping the bike, and make your components recognizeable. You still need a good lock though.