I have a Kryptonite Evolution Series 4 U-lock. It's $50 cheaper & a few pounds lighter then the Fuhgetaboudits that everyone here reflexively recommends. However, it will still take an hour with a hacksaw, or 5 minutes with an angle grinder to defeat.
I live in a college town of 15,000, & it's the best lock in town. When I was checking out locks at the LBS, their best U-Lock was a basic $30 Kryptonite, which left me unplussed. I went in figuring I'd order a Fuhgetaboudit, but walked out with a specially ordered Evolution 4. I saved $ & weight, and the way I figure it, if they can defeat a Evolution they can defeat anything.
If I lived in a larger city, or in a part of town with a high crime rate, I wouldn't have hesitated to get a stronger lock, but I already have the strongest lock in town, so any theif could find much easier prey.