Whoa! Every allen bolt head filled? How do you change brake pads? On the other hand, I am beginning to see where you're coming from. Just lost a Brooks B17N and a seat post. After replacing them I did fill those two allen bolts with epoxy. I'm not sure though, if someone tries to take them now and fails, I expect to find my bike somehow vandalized (tyres slashed etc) when I return.

I have a small frame mounted lock for the rear tyre (those are pretty much standard here) and an Abus U-lock for locking the front tyre and frame. I lock up fully everywhere except in one local shopping mall that has very good bike stands and that I consider a low to medium risk place anyways. Their stands allow me to lock my bike to the stand with just the frame mounted rear lock, so I sometimes leave front tyre unlocked.

--J