It's going to vary by city and location within that city. Here, at work I do the usual front to frame to bike rack technique. At night, my bike lives inside my front hallway where it's locked to a Kryptonite security cable looped through a radiator. I fear one night I'll awake to the sound of that damn radiator being dragged out the front door.
I have 3 bikes which get locks: a Krypto cable with flat key, an OnGuard Ultimate Mini, and a new style Kryptolok.