I also, sometimes, use the u lock with a
KryptoFlex cable to secure the front wheel and seat. But if I had it to do all over again I probably would go with the chain as pgoat suggests. Too many times the bike racks are full and you can't lock the bike to a street lamp with a U Lock. In a pinch I'll wrap the cable around a lamp post and secure the wheel to the frame with the u lock, but for all that money, it's not a particularly secure method.