I use the Kryptonite Evo Mini lock to lock my frame. I have locking skewers for the wheels and seat post. The Evo Mini is a sturdy lightweight U-lock. However, I would only recommend it if you live in an area that has ample bike parking. The Evo Mini can fit around bike racks and MOST sign posts (think No Parking signs) or parking meters, but it's generally not wide enough to fit around things like light posts and tree trunks, etc. Even better than the Evo Mini is the Kryptonite New York ForgetAboutIt locks. These NY locks are a bit more expensive, however, and weigh about twice as much as the Evo Mini. If weight is not an issue I'd recommend the NY lock. For wheels and seat use a cable or locking skewers. Two U-locks if you're willing to go the extra mile to protect your wheels, but I think that's overkill.