I would personally consider Kryptonite locks to be the best out of the ones i've tried. A U-lock is more substantial than any other typical offering you'll come up with *provided* that you practice proper lock-filling techniques (Sheldon's are good), the basic idea is simply to have minimal extra space in the lock for a thief to insert a jack or prying tool with. With my Xtracycle, I simply place the lock through both the bike's frame and the freeradical's frame. It holds them *both* at once so even the most determined thief couldn't seperate the two and walk away with one if they knew how, without defeating the lock first. It also fills up the space in the lock entirely, as with each piece filling up a different dimension of the lock, its stuffed upon being closed.
The only downside to a U-lock that I find, is its sometimes hard to find things you can *properly* lock to. And the most secure solutions always include two different kinds of locks..
As others have noted, the old weakness in the Kryptonite locks is resolved now. When picking the right lock, go with the smallest one possible that fits your bike.