Good advice. The point is not to lock your bike to the point where no one can steal it (no locking system is unbeatable imo) - lock it to the point where it would be the hardest to take, and the thieves will move to easier pickings.

I lock the frame with a Kryptonite U; I lock the wheels and frame to the same immovable object with a thick, expensive cable; and when I have my Brooks on the bike I use a leash. The advantage of the U-lock/Cable combination is that a thief would have to break two types of lock to get my bike, and why bother if the expensive bike next to mine is not locked as well?

Another advantage I have is that I ride a Giant Escape 2 - a $420 aluminum special. Don't get me wrong, I love this bike and it is nimble and strong - but who's gonna steal a Giant Escape??!?