No one has mentioned it in the post, so I'll go out and say I'm a fan of Pinheads on top of a solid U-lock. Everything is hackable if given the time and knowhow. In that sense, everything is more a deterrent than anything else (or an incentive for the thief to pinch the wheels of the bloke next to you). I'm not a fan of cable locks unless they're pretty thick but that's a pain to haul...
I agree locking skewers are huge. I usually post that in any lock thread. I prefer Pitlocks>Pinheads as I think they are even more secure but they are more expensive. Still you rarely see locking skewers out in the wild as it is so I suppose either way it will make thieves move on. I just feel better with Pitlocks.