through front wheel and frame, unless your rear wheel is worth much more then your front, in which case rear wheel and frame.
by locking just the front wheel, you're basically gambling that a thief doesn't want to get his or her hands dirty getting the rear wheel out of the drop outs , hopefully if that thief is in the mood for just stealing a single wheel, they'll go find an unsecured quick release front wheel around the block. if you like both your wheels tho, best bet is a ulock and chain combo which is the simplest way to secure both

i really don't see how this can be considered "moving up" tho, every source i've seen indicates that chains (even thick ones like yours) aren't any less vulnerable to power-tool assaults then decent u-locks, and not worth the trade off in weight.