I've heard great things about the Krypto NYC Fahgettaboutit Chain (probably spelled improperly). I get to park in a garage with a three-bike rack, with guards ocassionally patrolling. The bike is usually unattended but the entrances and exits have cameras. I go with a Master Python. Light, goes through anything (including the vents on my helmet, so I can lock that up without taking it with me, and would probably cause at least 3-5 minutes of delay for a would-be theif that's not armed with a battery-powered cutoff tool.

Really depends on where you have to park it.