Yeah, I use a cable lock too. Just weave it through the rails. If your cable is long enough you'll be able to get the back tire too. (there a thread in commuting about this).

Other people use a bike chain PLUS plastic tape (ace hardware has all sorts of colors). Now I know that an idiot could get it off but if you put like 3-4 layers of that stuff on it'll take them all day to remove it. And then if you catch them in the act you can Jean Claude VanDamme their face!