I'd get a second u lock, and always lock both wheels. I do the sheldon lock methode with my rear wheel and another u lock for the front wheel to frame. A chain lock + u lock is a good alternative.
Use your cable to secure you seatpost for those long times away from your bike.
People have been CUTTING through FRAMES to steal parts lately.

Do not lock in shady areas. Union Square = Bermuda Triangle, lock far away!