I recently bought a relatively expensive new bike.

I live in Chicago, so bike theft rates are pretty high. I'm going to be commuting daily soon, and I want to do the best I can to keep my bike safe.

I was roaming these forums, and everyone seems to be saying that the New York Fahgettaboudit U-lock is the best in the country. Because it's so small, I'd probably need a chain or cable, right?

I'm told that I shouldn't use chains, because if someone breaks even one link, it's all over.
& cables just seem like a terrible idea. What should I do?
If not the fahgettaboudit u-lock because it's too small to do anything, then which one?

Thanks!