Actually. . . depending on the post. . it's easier to cut through the post rather than the lock. I've heard about it, but never done it. My first good bike was actually stolen from my front yard. That was a long long time ago.

For the store, I at least try to bring the bike into the foyer where the carts are, otherwise +1 to locking it in plain sight. I use a cable lock. My U lock is really, really old. Has a barrel "kensington" style lock on it. . . it can also be pried apart with a flat head screwdriver as well as a pen or roll of paper. . .