Heavy-duty chains usually used to secure motorcycles are the most difficult to defeat. Too heavy to carry but if you routinely leave your bike in the same place you can leave the chain secured to something so it's there when you need it. A heavy U-lock like the Abus Granit or Kryptonite Forgettabatit is next best, reasonably portable if you use the attachment that clips it to the frame of the bike. Still vulnerable to an angle grinder, though, and professional thieves carry power tools. However, one of these will deter the opportunist thief and if combined with a cable to secure the front wheel will make your bike much less easy to steal than 75% of the others out there. That's about the best you can do - make it sufficiently difficult that the thief will look for easier targets.

Cable locks can almost always be defeated by bolt-cutters, sometimes quite small ones. Don't use in-line combination locks, even I can pick them.