Actually I've not read a review or test that says chains are anything but second best, which is why I chose an U lock. However, I do use a motorbike chain lock at the moment, but that's only because I inadvertently left my Kryptonite lock in the UK and the Brompton is basically used only for commuting between home and the supermarket in a town where everyone knows the bike and to whom it belongs.
The other thiing I do is lock the bike in the most crowded place possible, never hidden away. Other people noticing attempts on bike locks are a great deterrent.