Fug chain for almost all situations. Through both wheels, shackle around one rim. Evolution mini and a wheel cable if you live where you can get away with that sort of thing.

NY lock is good if you really want a U, but to me it's so heavy I'd rather just have the chain around my waist than that thing in my bag. NY Fugghedaboutit U is about as good as welding your frame to the rack, but definitely too much weight. Think like a hiker, put the weight on your hips.