For maximum security I recommend all of the following:

-Two NY Fahgettaboudit U-locks
-Locking skewers for your wheels and seat. Here's what I mean: Amazon.com : Pinhead Bicycle Locking Skewer Set, 3 Pack : Bike Wheel Skewers : Sports & Outdoors [I'm not sure these are compatible with all types of wheels, so check with your bike shop]
-Feed a bicycle chain through your seat and frame like so: How to keep your bike seat from getting stolen.
-Epoxy a ball bearing in the allen key hole that bolts the handlebars to the head tube [in one of Hal's other videos]

Watch the video below on bike theft, taken in the world's bicycle theft capitol NYC, to get a better idea of why two u-locks is a bit overkill (and to get a good laugh!). Briefly, thieves can't get much money for a wheel, and there are plenty of unlocked wheels on any street block, so it's not worth it for a thief to use bolt cutters just to get a wheel when the bike next to yours requires no tools (quick-release wheels) or a 15 mm wrench if bolted. I've never heard of someone having a wheel stolen when it's locked with a cable.

Hal Grades Your Bike Locking: https://www.youtube.com/watch?v=aTA3JsZWiec

Another key factor is locking the bike to a secure bike rack or pole. If it's a bike rack, make sure it is securely bolted into the ground. For street signs, make sure the sign is cemented into a sidewalk and does not have bolts at ankle height. If you leave a valuable bike locked to a street sign, it is possible for a thief to unbolt the signs and lift the bike 10-ft up. I recommend locking up to highly visible racks, not ones that are hidden from the public eye.

The London video you showed is a bit extreme. They're basically highlighting horror stories that, while they do happen, are not all that likely. Any bike lock can now be broken with an angle grinder. Pipe cutters can be used to cut through most bike racks. Even "maximum security" solutions are not 100% foolproof.

FWIW I've locked my bike up in Washington, DC hundreds of times over the last couple years using a mini kryptonite U-lock for the frame. For the wheels and seat I only use locking skewers. Nothing has been stolen.

Final recommendation: get home owners or renters insurance that will cover your bike if it's stolen. Ask questions about deductibles and limitations. Try to get the deductible lowered even if it means paying a bit more.