Maybe your boss stole it.....

Seriously, sorry to hear of your bad luck. I've just started riding my new fixie in NYC, and everytime I park and lock it for more than a few minutes I halfway expect it to be gone when I get back. Everyone I've talked to who rides regularly in NYC seems to have had at least one bike stolen.

I bought one of the Kryptonite mini U-locks. Most guys will tell you the only thing that really works is the giant NYC chain and padlock, but I just can't bring myself to carry around a lock that weighs nearly as much as my bike. I've also been told that the key is to get something that can't be quickly compromised with bolt cutters or a hack saw (like the cable you had, unfortunately), and then to avoid parking where the bad guys know you will be gone for a while (movie theaters, work, etc.). I try to lock un in front of coffee shops, cafes or any place where there are people coming and going and I might just be one of them.

Of course the safest thing is to carry the 10lb. chain and ride a beater that cost less than the lock, but that's not as fun is it?