Here's a few pointers.
u-lock: attatch the bike to a SECURE object (cannot be yanked out of the ground, easily cut, or unbolted and lifted). Do this by running the lock around the back rim with the entire lock indide the rear triangle of the frame. This makes it very hard to use leverage attacks, as well as impossible to remove the back wheel.
Cable-locks: ACCESSORIES/COMPONENTS ONLY Secure the front wheel, bottle cages, seats, etc through the frame with this.
Proper locking is a huge part of security.
As for the BIC pen.....there doesn't have to be proof of theft, the design was proven to have a serious flaw, whether it's actually being exploited or not. Any lock that can be non-destructively defeated by a common joe with common objects IS flawed.