A good chain lock is a bit harder to cut through with an angle grinder, because you have to be able to hold the links still. A determined thief will still be able to get through it with an angle grinder, but it's harder. Kryptonite and On-Guard both make some good chain locks. I have an On-Guard that I like. They're heavy though. The really heavy duty ones will add a good 10 lbs to you. I split the difference and got one that's about five or six pounds and is still a nice, hardened chain.