I suspect the OP is a lot like me when it comes to bike, as a form of alternate transport as well as a sport. Maybe just the former. When I'm geared up, I don't plan on going into any stores unless it's to get water or gatorade. But when I'm just mashing around, bar hopping, or running to the store I always take a lock. But in those cases, I'm not geared up, hence the U-lock.

OP, You WANT a heavy(ish) lock. Those kroptonite or NY locks are a bit heavy, but are hell to cut through. You rock the U lock holster, not only will you barely notice the lock after about a day of riding, but it forces the eyes down to your tooshie. The ladies can't help but check out your ass.