If you care enough to buy a U-lock, don't get a cable, get a chain. A cable can be cut with a pocket-sized set of diagonal wire cutters---it is slow but inconspicuous, so a person can spend four minutes and then steal your front wheel.
Otherwise .... buy whatever makes you feel safe. U-Locks only work if yo are locking to a relatively narrow object, so if you don't regularly park by a street sign or bike rack, you might want to consider chains.
There is already a thread here, a couple of threads down (
http://www.bikeforums.net/general-cy...e-locks-4.html) about locks and chains. That on me might be related?