I've also got an OnGuard U-lock, and I had the same problem: it doesn't come close to fitting in my triangle.

I ended up mounting it on the seat tube, with the mount protruding out almost 90 degrees to the left. Then, I removed the clamp that is attached to the "U" part of the U-lock and rotated it 90 degrees. The end result is that the u-lock mounts such that the "U" part hangs vertically with the opening up, the locking bar is parallel to the top tube, and all of it is offset to the left of the bike center by 1.5" or so. It's just narrow enough that my left thigh doesn't brush against it as I pedal. The "U" extends forward of the seat tube enough that it touches my forward water bottle cage; I took advantage of this, keeping a small velcro tie-down on the cage to hold the U-lock steady. It all works pretty well.

You can see the mount on the seat tube along with the velcro tie-down in http://www.bikeforums.net/attachment...chmentid=19321 (from my "Total Geekiness" entry), but I don't have a picture handy which shows the lock mounted.

Finally, after I satisfied myself that the mounting was sufficient, I started leaving the lock at work.

Stay safe,
JAB