I use a ring lock on the rear of my city bike, I will attach a cable to a bike rack or signpost if I am going to leave it for hours. It works well and you never forget it.
I have a Kryptonite mini U for my other bikes when I need to use one.
I also have an Abus Bordo to use in high crime or strange areas.

I also don't use any quick release anything, anywhere on my bikes, quick release levers are like a donation to the local pawn shop.
Marc