Kryptonite U-lock is not a bad choice. Around the city where I'm at and going to LA, I'm pretty comfortable with a kinda weaker Kryptonite U-lock knock-off, and that is an Onguard lock. Thinner shackle, but it's all that's needed. You don't really want to carry around a bunch of weight. At least I don't. I have Kryptonite U-locks and they just stay at home really.
There's lots of sizes to chose from. Get the smallest that you feel would work for what you want it for.