until you get your ride stolen, then a u lock sounds pretty cheap

OP,
depends on how you normally carry the u lock.
if you have a frame mounted lock, the size doesn't matter. small, or large U.
Backpack, etc get what fits. the additional weight of a longer U is not much.

the form factor of the smaller ones is just more flexible for me, and it's safer.
It can be a hassle to find a skinny post sometimes but i've not had too many issues

Sullatto,
that folding lock looks pretty handy but I wouldn't use it for long term locking or in heavy theft areas like NYC or metro Boston
seems pretty good otherwise but all those links and easy to twist the flat links... u lock is a lot more simple and tougher