Originally Posted by RI_Swamp_Yankee

I have a three tiered approach.

1) U-lock to something stationary. I use an On Guard Bulldog Mini long-shackle. If they're gonna break your U-lock, they're gonna break your U-Lock. Get a quality model, Kryptonite, On-Guard Bulldog, Abus - and don't overdo it on the beefiness. If they can break the base model, they're gonna have the tools for the deluxe one. Might as well save on weight - but don't skrimp on quality. Bulldog yellow and Krypto orange gives thieves pause.

2) Locking skewers for the wheels. I use Velo Orange's locking skewers, which replaces the QR with a 5mm security allen bolt. This is handy, as the "key" is just a standard security allen key - difficult but not impossible to find, and unlikely for a thief to carry around. It also lets me use security bolts in other places - like the seatpost collar.

3) Fred the heck out of the bike. Fenders, double-legger kickstand, 26x2.1 street slicks, ergonomic grips, mirror... it's a unique bike that's instantly recognizable. No-one gonna steal that.