I usually find Sheldon Brown's advise to be dead on. I have to disagree with him here. In the picture he shows the lock attached to the rear wheel only. Maybe he is showing old pictures of early-generation U-locks, but my U-lock is wide enough to encompass the rear wheel and the lower area of the seat tube. It is also long enough to accompodate placing the front wheel alongside the rear one. This would be the BEST way to lock everything up in my opinion. I would avoid those thin cable locks. The can be easily cut with bolt cutters. Many bikes come with quick release seat posts. If I had one, I would mark my setting and remove it along with anything else that can potentially be removed by someone else, stick it in a backpack and leave only the locked remains.