In NYC anything that can be removed from a bike, will be removed from your bike.
It is just matter of time, urgency, and opportunity.
You have to think like a thief and try to frustrate yourself.

If I am leaving my ride outside for more than 5 minutes in a place that I cannot see it, it gets two U-locks and sometimes a krypto chain. I have heard about putting paraffin wax or solder or whatever in your allen bolts as well, but havent done it myself.