I just use a kryptonite Evo Mini for the frame, and locking skewers for wheels and seat. I find it a hassle to have to lock the wheels with a cable or second u-lock, so I've been relying on the locking skewers. My mini u-lock locks the top tube to the bike rack or street sign pole. I ride my bike with the mini u-lock in my back pocket. Very quick and convenient. I don't even notice that it's there.

Nothing has been stolen in over two years and I've locked up easily 1,000 times throughout Washington, DC. If I have a wheel stolen say once every five years it'll be worth it for the convenience of not having to bend down and thread a cable through my wheel every time I lock up. This is especially true because I often carry a backpack. By only locking the top tube I don't have to bend over with a backpack on my back. I really don't think thieves are going to bother with trying to defeat locking skewers, especially during the day, when there are tons of bikes with quick release wheels and standard 15mm nuts. Maybe if you have a really nice wheel or a Brooks saddle.

Regarding the seat, you could lock the seat to the frame with a bicycle chain, like below. Do it once and keep it forever locked. That's what I would do if I had a Brooks.