A lot of good advice, but I disagree with the late Mr. Brown on one major point. He says it's "a lot of work (
to cut through a rear tire and rim) to steal a bike without a useable rear wheel" but in reality it would be
just seconds with a battery powered sawzall and the thief would have quite a collection of parts (everything but one rim, tube and tire) to sell on Craigslist.
Disagree with Sheldon??? Heresy!
Battery powered cutters have come a long way in the last few years. Sheldon hasn't had a chance to update his post.
No matter how you lock up your bike, it is vulnerable. Nothing is fool proof. Just make it less attractive than the bike next to you (and hope the bike thief doesn't have van for all the bikes).