Cable locks are useless against anything but the most casual thief. We use one while touring, mainly just for stop-and-go stops (lunch, etc.). I wouldn't trust one for any greater length of time. I think the big issue with the OP's theft was predictability. Parking the bike in the same place all the time, mostly unattended, gave the thief plenty of time to work up the courage to steal the bike and develop a gameplan (as someone else mentioned). For a long-term locking situation, where the lock can be left in place (or stored nearby), I'd get the biggest chain and professional lock that you can find. Still won't stand up long-term to a battery operated grinder, for example, but is the best you can hope for if you are forced to store in a non-secure area.

For locking while out and about, I'd say a U-lock or two, coupled with a good cable, should suffice, assuming you aren't leaving for long periods of time.

If it were me, and I was forced to lock long-term in a non-secure place, I would only buy a tandem that I could afford to lose. A nice used tandem, for example, will work ok but also not break the bank if stolen. If you want something higher end, get an S&S tandem and store that up in your apartment (taken apart) and use it for "good" rides. For everyday rides, use the cheaper tandem.

+1 on taking the front wheel with you, too. Great idea (albeit a bit of a pain).