The other big thing, lock it up somewhere that gets a lot of traffic. Some of the city lock places in Chicago are in the stupidest places, under viaducts, etc, where a potential thief could work on a lock without being seen. Also, when I lock my bike up, I do it in between other bikes (not on the ends of the rack). I don't know if it matters, but it would seem harder to try to pry a lock in a spot that wouldn't give someone proper leverage.