Man, I can barely carry off one of my full panniers.

If I'm staying mostly rural and am worried about my bike mainly when I'm at camp or running into a store, I take my cable. It's an On-Guard cable with loops on the ends, and I loop it around something and into my ring lock. Or sometimes I just use the ring lock. If I'm feeling like the location is very safe, and the bike won't be out of my sight for more than a minute, I might even leave the key in the ring lock. Anyone hopping on and trying ride off will have to take a minute to figure out why the wheel isn't turning. Anyone trying to toss it into their vehicle will have to be stronger than me as my loaded bike is not amenable to tossing.

Last trip had me spending a day in down town Cleveland. On that trip I had my U-lock and the cable/ring lock combo. And even then I was not comfortable leaving the bike out of my sight for any longer than necessary. I was less worried about the bike being stolen and more worried that someone would go through my gear.

It's situational, but my rule is to guess at the least secure place you're going to have to leave your bike, and then plan for that. I'd rather not tour with a U-lock, but I'd really rather not cut my trip short because my ride is gone.