The solution that worked for me is having two bikes. I have one bike that while I enjoy having it I leave it locked up for 8 hours (cable lock through front wheel and seat, U lock through frame and rear wheel). Using two locks on this bike and it being out in the visible open, I feel safe locking it up. At the end of the day though this is a bike I use for commuting. It is not my "baby" or my sports car so to speak. I accept that it may be stolen.
My other bike I adore and never lock up. It is for days when the reason I am on the bike is purely for the enjoyment of bicycling. I have never locked it up but if I was going to, I would want a long thin cable lock capable of going through both wheels. The bike would only be locked up while I went inside starbucks to get a coffee and come back out with it or similar endeavors.