I have heard of people getting their bikes stolen in NYC when they locked up with an Evo mini. I have never heard of someone getting their bike stolen in NYC when they locked up with a NY Chain.

I use both - when I go to work I lock my bike and rear wheel using the chain, and the front wheel using the mini. If I'm stopping for a minute or two I'll use which ever lock is more convenient. If I'm going to a "safe" neighborhood (like Riverdale in the Bronx) I'll only bring the mini (and maybe a cable to get the wheels).

Also I doubt you are going to be able to do the Sheldon Method and get the front wheel in there as well using a Mini.