Divers say that you don't have to outswim a shark, you only have to outswim your buddy. A similar logic applies to locking bikes. It's not about absolute security, but being secure enough that there are better easier pickings nearby.

So your lock decision is a function of what's popular in your area, and how much more or less attractive your bike compared to others.

Rudz gave you some sound advice, such as leaving the U-lock at work. For about 5 years friends and I left a bunch of heavy high security locks spread around Manhattan, all keyed alike. That gave each of us 20 places to find a lock for our bikes without ever toting a heavy lock. Also, using 2 locks that are entirely different can sometimes foil a thief who's equipped to break one but not the other.

However, better than a lock is negotiating a secure parking place at work. IME you get the most help near the bottom, such as a janitor, groundskeeper, parking attendant, or security guard. They don't have to watch the bike, but simply leaving a bike where it seems to be looked after is a big security boost.

BTW- if you add where you live to your profile, locals can give you the benefit of local insight.