I use a cable for when my friends and I go mountain biking. They're not as good as locks, but they're great for winding through 3 or 4 bikes and bunching them together. If the thief can figure out how to get 4 bikes with their frames cabled together in the middle of the woods, they deserve the bikes.

Everywhere else, I either park my bike where I can see it, or I don't use the store. Most stores tend to yield when they see you regularly and know they will lose your business if you can't park your bike somewhere where it can be seen at all times. Locks can be picked and cables can be cut. Even good locks can be picked.

I'll still look into the ulock thing though for when I'm out of my area/at the market. Seems like it'd be a good idea. Thanks for the suggestion