If your seat is using a quick release, u should take your seat with you when u lock ur bike. If it's not quick release, then chain it down to the seat stay.
If you don't want to carry a chain, then get two U-locks for front and back wheels. Kryptonite now have the New York lock, which is much much stronger than their Evolution series. Which also means heavier and it costs more.. so that's up to you.
Another note to U-locks, the smaller size U-lock is more secure than the bigger U-lock.