All you can do is make it inconvenient for them.
Park where thieves might be deterred by onlookers, assuming you're in an area where anyone gives a damn.
Use U-locks. Use two. Three. Two or three lighter weight U-locks might be more of a deterrent than a single heavier U-lock.
If possible take your bike with you. When I'm on my road bikes I don't carry locks. If I stop at a convenience store, coffee shop, etc., the bike goes with me or I don't patronize that business. There are plenty of stores here that welcome or at least don't mind bikes.
If I commuted in an area with bike theft problems I'd consider a folding bike and take it with me.
Or get a bike that's cheap enough to replace but still reasonably enjoyable to ride. My main errand bike cost about $100, and I could replace it for that cost or less. Pretty much any old school rigid frame/fork mountain bike would do. Hard to imagine anyone going out of their way to steal something like that. It's a decent bike but none of the components are anything special. Anyone could get the same kind of bike from a yard sale, pawn shop or thrift store.