I use the Abus U-Mini 40. Seems pretty good so far...bike is still here
In the past I've used a Kryptonite and a Bull Dog. Both seemed fine...I still I have my bike.

As for my wheels, I don't generally use anything. I'm not that excited about them and I've been thinking about replacing them but can't really justify the purchase. So if someone wants to steal them, I have a reason to buy new ones. As for my saddle, when I leaving it someplace, like downtown SF, or in the Mission, I'll use the Abus saddle tether.