Never got a bike stolen ... but they are locked in my garage in a good neighborhood, or locked outside briefly to a pole while I do something.
U locks are the best, Kryptonite is one of the best brands. Anything like those cable or normal sized chain locks are hardly even a deterrent ... 2 seconds with a bolt cutter is all they take.
Cheap U locks can be busted open with a bar, the best ones take a few minutes with a noisy angle grinder. No lock will take a determined and equiped thief (that can work in privacy) more than a few minutes ... but they will go for the easiest targets.