I use two locks, a coiled Masterlock cable and a Kryptonite Evolution 2 U-Lock. I lock the frame to (something) with the Evolution and then loop the cable through the wheels and frame and the (something). I've had the Evolution for 10+years, maybe it's getting old - but I still have my bike! Use a cable and a U-lock because people that have the tools to break the U cannot cut the cable, and people that can cut the cable won't be able to break the U. Unless someone wants your bike so badly they carry a lot of tools!