I have sometimes been able to bring a bike inside, in which case it is nice to use a road bike for a faster commute. My road bikes are too nice to leave locked up anywhere for long periods.

Outside of that, I'd suggest getting a less attractive bike on Craigslist and put your mind at ease. I have Velo Orange bolt-on skewers on my MTB commuter (they require a special 5mm hex key), and use 2 Kryptonite U-locks for extended lock-ups. One is standard, locking the front wheel to the frame and the other is a giant New York lock that weighs about 5lbs.