Originally Posted by
crawdaddio
If you only want to carry one lock, I would recommend the toughest, smallest, most expensive Kryptonite U lock that you can swing.
Use the Sheldon Brown method:
http://www.sheldonbrown.com/lock-strategy.html
Or, if possible (by using a larger U lock), lock around the back wheel as above AND the seat tube.
Depending on your bike and locking options, you might not even have to up-size the lock. I was surprised, since my mini evolution looks so small, but I can usually lock around the rear wheel and the seat tube (or at least one of the stays if I'm lazy) without any problem or wrangling to make it fit.