i use a Kryptonite New York Chain through the front wheel and frame to secure it to a pole or rack and I have a kryptonite cable lock i put through the back wheel and frame but I am replacing the cable lock with a kryptonite U-Lock. also as others have said I recommend getting rid of any quick release levers on the bike.

I try to lock to lamp posts, heavy steel scaffolding uprights or anything made of iron first and I try to only lock through a hole on an object or to a post 10+ feet tall or capped in some way, no low poles or parking meters.