If you park at the same rack all the time, take 2 good U locks ( I prefer OnGuard ) and lock like this.
Then you can just lock the locks together on the rack when you leave instead of carrying them with you. Taking the front wheel on and off every time gets really old and eventually you will get lazy and skip it. Try to park near a bike that is not locked up as well as yours which would be an easier target for thieves if they came around. You can also opt for a cable to run through the front wheel that would go into the rear lock to the rack.