1. Take your bike inside, whether you're at home, visiting a friend, commuting to work, or anywhere else, if you think you can get away with it. I haven't tried it yet, but I plan to take mine into the grocery store the next time I'm there. Wheels are wheels. Shopping-cart wheels go outdoors too, and nobody thinks about what they might bring into the store. Don't be afraid to push boundaries here. This is the most you can do to prevent your bike getting stolen. The thief is going to steal a bike. You want it to be somebody else's.

2. When I lock I use a Kryptonite U-lock and a 5/8-inch cable combination-lock. I lock the frame and rear wheel to a fixed object, making sure that it truly is fixed. I make the Kryptonite U-lock connection as tight as possible, hooking the pedal/crank in there if I can, which makes it harder for a hacksaw blade to do its job. Then I route the cable through both wheels and through/around the fixed object as well. And then I pray the bike is still there when I get back.