So easy a caveman could do it...
I feel REALLY dumb for not realizing the simple idea that once the u-lock is through the rear triangle obviously the rear wheel cannot be removed. I had to actually try it out to visualize and believe it. Now I can understand better what I read and saw on the Sheldon Brown lock tips page. Also, the cable combined with the u-lock makes sense. It would put off a thief having to carry around 2 different tools. I imagine most thieves plan on riding away the bike they just stole, so for them to carry around bolt cutters and something leverage the U-lock open is unlikely. The greatest example Sheldon Brown's method's reveal is that keeping the u-lock through the rear wheel and forcing a thief to cut the wheel will probably never happen. I have the u-lock with the larger inner area, so I may switch to the mini.
I have since started riding to a different station that is more well lit, and has a lot more businesses around it. It's too bad the CTA does not put cameras up near these bike racks to further deter thieves.
Eventually I may just ride my bike all the way to work.