Well, I got mine stolen off my second floor apartment balcony. I guess they climbed the nearby tree, jumped to the balcony, and sawed through the railing that my bike was locked to. Then threw the bike over the side. Shocking that no one saw or heard it -- it can be a busy apartment complex. These guys were pros. Now I keep it inside.

As I understand it, U-locks or chains are the best, but I have a Kryptonite cable. Considering I don't go into dodgy neighborhoods and don't leave it over night, it works well.

I did a lot of research about locks and Kryptonite ranks well. This is helpful:
Bicycle Security

And this is a good video:
https://www.youtube.com/watch?v=IXNASUSivqg