First thing. If you are genuinely concerned about theft (say you are on a big university campus where people actually strip bikes leaving skeletons behind like bones in an elephant graveyard), consider a cheap beater bike for the commute. Here in Austin (for example), you can find old (maybe servicable) road bikes on Craigslist or garage sales. Since mountain bikes are more in demand than road bikes, you may end up with a better deal on one. Caveat emptor though [1].

Buy a good bike lock. Many people here have good recommendations. A good U-lock [2] or a security chain that you can perhaps sling around your neck is a must if in a theft prone area.

If you are worried about component theft, slap some Pitlocks on the new bike. I think the only US distributer is www.urbanbiketech.com. $120 worth of these will keep your wheels, fork, seat, and brakes on your bike unless someone goes nutzo with power tools (which likely would damage the components into useless pieces anyway.)

As for locking technique, I see two schools of thought. The SB technique of locking the rear wheel to something solid (which is more secure when you add Pitlocks), and the technique of using two different types of locks (a chain and a U lock for example) to lock the front wheel and the frame/rear wheel to something very solid [3]. Both techniques protect your bike; its just a matter of time versus security. Your judgement call. [4]

In your (the OP's) case, I would almost say that Pitlocks and a middle of the road U-lock will virtually ensure that your new bicycle remains yours. The main thing is to get enough security so you can enjoy your bike without having to worry every second about someone stealing it.

[1]: I bought a new low-end Kona hardtail for commuting. It was more expensive than hunting down comparable new bikes or garage sales, but I know I have something known, true, and solid under me that hopefully can stand my newbie mistakes/crashes. However, finances vary with people, and the OP just bought a new Gary Fisher, so not sure if he wants to buy another bike.

[2]: For U-locks, Onguard is decent and Kryptonite is decent. Make sure its not a round key lock, but the usual Abloy/Abus double-sided one. No lock is 100% pickproof, but this is pick resistant enough. For chain locks, make sure its a pre-cut security chain, not something that is cut to length by a hardware store. This is important... if the hardware store chain cutter can cut the chain to length, so can bolt cutters of a decent size.

[3]: Very solid means a lot... lots of people in Austin make the mistake of locking bikes to signs or other objects (like the chain wire on chain link fences) where the bike can be lifted off.

[4]: In Austin (a town that used to be one of Kryptonite's 10 worst bike theft cities, but apparently fell off the list), if you are riding around the main university campus here, you almost need to assume you may not have wheels even with two high-end locks. In other neighborhoods of this city, people use insanely cheap chains like http://tinyurl.com/fxp52, and the bikes stay put. The private university where I'm going to, most people slap a cheap vinyl coated chain with a Master lock, locking the frame to a rack, and calling it done. The university's PD is observant enough and patrols often enough that someone observed doing any hanky panky to a bike will shortly be asked some very pointed questions in no time.