What new road bike did you buy? What city are you riding it to? How long would you be locking it up for? Is it covered under home owner's?

My gut instinct is to ride the bike you like and lock it up in town...I don't know what area you're in, but if you use a quality u-bolt, chain the wheels and aren't leaving it over night, I don't think the risk of theft is too great in my city. You can always get unlucky of course, but I think the threat of theft is somewhat overrated if you behave intelligently. If one of my bikes was stolen, I'd use homeowner's.

If you really feel it's too risky, I'd spend a little bit more and get a mid-range Japanese road bike - something like a Miyata.