I haven't had a bike stolen in over 25 years of bike commuting in the Boston area! I don't leave it outside overnight, which is generally when bike thievery happens (or leave it on an outside porch).

Interestingly, about a year and a half ago, I had my bike locked up outside a grocery store near campus. When I came out, the shaft of my U-lock was gone. Essentially, someone sent me a message that my u-lock was crap, but he wasn't interested in stealing my bike (it was not the bike shown above). I got a new lock.