Good neighborhood, lots of foot traffic, not leaving it for too long: I would go with a chain, like the MasterLock I have.
Bad neighborhood, no foot traffic, or leaving it for a long time: Long narrow U-Lock that can get the front wheel, the frame, and whatever you're connecting it to.
Total paranoia: U-Lock, AND the chain, AND a small steel wire with a small padlock locking down the seat and seatpost.