http://www.onguardlock.com/?page_id=329
This is the lock I have. I put the U lock through the front wheel/frame and have the wire go through the front wheel/frame/rear wheel. It's pricey but it's definitely not going anywhere that easily. Also comes with five keys so you wont lose it
Also they have an Anti Theft protection program that you can sign up for in case it does get stolen.