Get the best lock you can afford and base what you can afford on how expensive your bike is. For example, you wouldn't want to pay $120 dollars for a lock to lock up a $250 bike, nor would you lock a $4,000 dollar bike with a $50 lock.

Sheldon Brown is demonstrating how to use a mini U, and his explaination for that is correct...BUT, what he uses is not correct! The mini U locks do not allow you to lock your front wheel; to do that you need a full size U lock; you remove the front wheel and place it alongside the rear then you use Sheldon Browns mini U bolt method to lock the bike and the two wheels.

But locking your bike doesn't stop with just one lock, you should use 2 different kinds of locks to foil any thief. Get a another lock like a heavy chain lock. If your locking the bike up at the same place every day, you could leave the chain lock secured to a post when your not parked there, just make sure you get permission to leave the lock.

But if you have a expensive bike your concerned about your best anti-theft program is to buy a cheap $50 or so used or Wallyworld bike and take that one to leave outside with a cheap lock and leave the good one at home.

Any lock can be defeated within seconds either by breaking it with brute physical power or picking the lock.