Thanks. I'm not comfortable with Sheldon Brown's method: fine, you can't get the wheel through the rear triangle, but I don't want a thief to dismantle the former to find that out, and leave me to reassemble my bike: I'd rather go around the rear wheel and part of the frame.

I was considering the Kryptonite New York Fahgettaboudit U-lock, but the thing is tiny/ I just wonder if if the New York Lock STD is as tough to break as the chain+lock.

Thanks again.