I've been using one of the armored cable locks [MENTION=197614]fietsbob[/MENTION] references for years:
Armored Cables ? OnGuard Locks has the latest models. The theory is the steel armor protects the inner cable (and the bike owner in me hopes anybody who tries an angle grinder gets armor shrapnel hitting him if he decides to cut my lock!).


Mine is locked to the bike rack at work, with or without a bike, so I don't have to lug it back and forth.