I have a great parking set-up. I work in an office tower, and there is a big space for bike racks right next to the entrance to the garage. There is a guard who sits at the entrance all day...he's only about 20 feet from the bikes. There also is a cashier at the exit all day.

I leave a u-lock and a cable lock on the bike rack, and lock my bike using both of them (Sheldon Brown lock strategy).