My bike just got stolen. Here's the thing. I had a U-lock that kept it safe for over 5 years. The night it got stolen, I got distracted and forgot to lock it!

Now that I have a nicer bike, I got an ABUS u-lock: a) it's a rare lock here in the US, so it's less appealing to the accomplished bike thief, and b) it's considered to be the most difficult of the u-locks to compromise. On top of that I have the wheels and seat locked down with locking skewers and plan to take a crappy lightweight cable lock with me as an extra deterrent.

I mostly kept to a few important steps in all the years I had my last bike: I locked it in smart places, like in front of a brightly lit open business at night, instead of a dark side street. I never left it in a sketchy place for too terribly long. I always locked it well. See, that's another thing. You need to get the right size u-lock, and watch videos on how to properly lock it and what to lock it to. And don't make the mistake of thinking your bike is safe unlocked in a backyard, shared garage, apartment building hallway, etc.

Also, renter's insurance.