I don't (technically) HAVE a U-lock anymore; one of the two, I paired with a long cable and gave it to my daughter for her bike; it's basically light enough to just hang on the bar.

My other U-lock, 'the Beast', is now riding on my nephew's handlebar.

I have a coiled cable and a trapezoidal chain with h/d padlock for my bike. The cable stays with the bike, I take the chain when I know I'm going somewhere that requires lock-up. Riding to work, the bike goes in the building with me.