If you're going to go with a cable lock, get an armored cable type; the best Abus Steel-O-Flex locks are rated as high as their Us or chains by SoldSecure etc. The Abus locks are hard to get in the US as the US importer only brings in longer lengths more suitable for motorcycles; many UK vendors will be happy to send them to you. On Guard also makes similar locks that are probably not quite as good, but easy to find in the US; try Amazon. There's also a Kryptonite version that looks kind of cheesy.
The idea of the armored cable is that the steel shells around the cable crush around it when attacked with bolt cutters & spin when attacked with a grinder, thus slowing down two of the main anticipated attacks; leverage attacks obviously only work on U-locks. Because it's flexible, you can lock on things you couldn't get with a U-lock.
I use an Abus Threat Level 6 Steel-O-Flex for my folding bike in NYC (purchased at Trackstar, who say they can order any Abus available in the US, BTW). The bike goes indoors with me 90% of the time; the lock is for quick lockups in low threat situations. Since anyone with basic tools can dismantle my bike & it is essentially impossible to lock securely due to nature of the folding design, this works for me; a U-lock is also very difficult to use effectively on this design. If I were still riding conventional rigid-frame large-wheel bikes, I'd have to say that the mini-U Sheldon style remains the way to go in high-threat situations, but adding a light Steel-O-Flex would be a way to greatly increase security for very little weight penalty; a thief would then need to be able to defeat 2 quite different locks & would probably steal the other guy's bike (remember, you don't have to run faster than the bear, just faster than the slowest guy worth eating).