As others may have mentioned, the rule is to make it look tough to the thief, so he leaves your bike alone... a cable lock and u-lock is the one of the best defenses, but the trick is to learn how to use them properly. There are some neat videos on YouTube on how to lock your bike properly. The more theft-resistance accessories you add to your bike, the better. Thieves will even go for your saddle, if it's easy to get.