I have a great big giant ABUS polygonal chain with an armored padlock that I use for the "leave on site" method - which currently isn't part of my commute thanks to a great building manager who lets me use a staff-only stairwell to park my bike.

I also have an OnGuard cable lock, which is a bit beefier than the usual cable lock, but probably not really that much better to stop a determined/equipped thief. I only use this in areas that have pretty good security anyway. It fits in my rack bag, but takes up more space than I would like. It also comes with a way to mount it on the frame, which didn't work for me/my bike. I'm tempted to replace this with one of the folding link type locks, but curious to know what others think of these. It would be more compact in any case.