I ride a recumbent, which is a bit difficult to lock. When I know I'm going to be using it for errands (not very often, I just take a U-lock (Kryptonite) with me and lock it to something, never just to itself.

I don't bother locking my bike at work, which is nice. I work for a small company where everyone knows my bike, and one has to have a badge to even get into the parking lot.