Where do you live?

Personally, I generally carry a u-lock as well as a cable to secure my wheels. That said, I never leave my bike for more than a few minutes. I also have an Abus frame lock on it. The main reason for that is that they're relatively unknown here, so prospective thieves may not be too familiar with them. I only ever use the frame lock together with a cable so I can secure the bike to a solid object though.