Much depends on where you are going. I carried a heavy U-lock while traveling around Switzerland, and it was overkill. In the towns I visited, bike shops left expensive bicycles outside, unlocked, when the shop closed for lunch! Last week I toured Prince Edward County (in Ontario), a bucolic area about halfway between Toronto and Montréal, and never bothered locking my bike. But if I were traveling to a large city, I would consider carrying a hefty U-lock and a cable to deter thieves.