Large U-Locks are bad news bears. Thieves will slide in a jack and pry it open. As seen here. And don't let this amateur fool you. They'll be using more portable bottle jacks (like the kind made for Pickup trucks) and not that hulking floor jack, and they'll do it way faster than his two minutes.

You want as small a U-Lock as you can get (assuming that the metal is still adequately thick and strong). Getting rid of the QR axles and putting in the old fashion solid ones or locking QR's helps lessen what you need to lock. My favorite trick for my seat it to replace the QR or nut with a torx, or at least a hex socket. You really only need to have one axle non-QR, the other can be locked with the frame.

Finally, since no system is theft proof, the best solution is to park it near other bikes. It sounds harsh, but you only need to be faster than the slowest antelope. A friend had hear bike stolen and it was clear that the thieve took his bolt cutters to 2 or 3 other chains or locks before he found one that went immediately.