I'm still using a Yardeni U-lock with a big chain. The lock looks like the one in the middle in this pic:
and I bought it at a hardware store. Just go to your local hardware and ask what they use to lock up the store. I did and got this one.

Search around. This topic has come up before. Here, for example:
http://www.bikeforums.net/general-cy...r-bicycle.html