The answer to your questions are yes and yes. Yes, I carry a cable lock. Yes, you should too. I like the ski lock above because it stops almost any unprepared thief and it is lighter and more convenient than my cable lock. I have been using the same Masterlock cable lock for almost 40 years. I know it can be shimmed with a bit of soda can or clipped with a cable cutter, but i think it stops a lot of less prepared thieves. Because the plastic coating on mine is starting to crack, I'm slowly getting into the market for a new lock.

I would suggest carrying a thin cable lock all the time, It can be handy in a lot of ways. I've even used mine to tie my rear rack in place and get home as well as to secure cargo in place in a pinch.