>First, if possible, never lock your bike overnight!
I agree. It's one thing to leave your bike a couple of hours during daylight. Overnight is a totally different kettle of fish. It's the time when pro bike thiefs will actually be out looking for bikes, it gives them as much time as they like (if the bike is there at 3am, it'll be there at 5am), cover of darkness etc etc.
I don't think I've yet even left my current bike out overnight, but if for some reason I had to, it would have *three* locks on it. If I had four, it would have four.
Steve