I couldn't find anything that was a step up from a cable lock, but not huge, heavy, and expensive. So I've gone back to what I had as a kid: A small padlock, some chain sold by the foot at the hardware store, covered with a length of innertube. What I figure is that nothing will defeat a determined thief, but my chain would be hard to crack with a basic wirecutters. I always prefer a combination, because I'm afraid of losing my keys and having to make the Call of Shame.
I live in a pretty tame neighborhood.