If you want/need uber protection, I'd get the Kryptonite chain (the expensive one), and leave it at your destination if you usually ride to the same place (work, school, etc). I'd replace the Stock krypto mini U lock (new or old) with this:
http://www.americanlock.com/
I like the American padlock model 700, available at hardware stores for under $30.00 - comes in a regular length and 2" long shackle - more versatile in my opinion, though more exposed metal to cut too. In a real crime risk situation, I'd use the chain with both locks - why not?
You can also get a cheap cable long enough for both wheels and frame (say, 6' long), and use the kryptonite mini-U lock for it. I use that set up for quick lock ups (running into a store/restroom, etc). This is lighter and less cumbersome to lug around. I throw mine in my bag.
Also, don't forget the lock is only half the job - you need to USE it, and also lock up wisely. That means don't lock up in the same place day in day out (thieves WILL come back and they'll have the right tool(s) to get your bike), lock both wheels - esp. if you have QR, and watch out if you have coveted components - you'd be surprised. I am afraid to lock up my 1993 mtb on the street - I was in the past because it was a 'nice' bike, but now that it is older I am wary because I know how hard it is to find 7-speed rapidfire shifters (they go for a coupla hundred bucks on ebay last I heard). So some extra tape or candle wax blocking crucial bolts and screws doesn't hurt if you feel your ride is in jeopardy.
In the end if they want it bad enough they'll get it anyway, so take some precautions to be safe and hope for the best. If it goes you can always get another bike.