i use either a 16 year old Tioga u-lock or a Kryptonite Kryptogrip (4 mm cable). haven't had a bike stolen yet.

that said, i don't lock my bikes up much. i'm usually with them; if they are getting locked up, it's either because i'm just running into a store or restaraunt or because i'm leaving it in the car. but if it's being left in the car, it gets locked to the interior of the car and then the car is closed and locked.

it really is all about location. and i did live in Houston for three years in the early '90s.