How do motorbikes do it? They weigh far too much to carry away, they're registered and have VINs like cars, they require a key (or hotwiring) to start, and they have several different options, often built into the thing, to keep them from being driven away without consent. Not really anything you can use on a bicycle.
Where are you located? What types of places do you go that are so risky to leave your bike locked up?