U lock
 

Does anyone make a U lock that can't be picked? or hard ass hell to break or pick? http://www.youtube.com/watch?v=o-LWGJzglho

No respectable lock manufacturing company is using that style of round key lock cylinder anymore, and the flat key systems are much harder to pick.

As for being broken, no lock manufacturer builds one that simply can't be broken either. You simply need to pick a suitably tough lock relative to the value of your bicycle, and use proper techniques to ensure that the lock cannot easily be leveraged, etc.

Kryptonite locks from several years ago suffered from Bic-pen opening methods, and have been updated accordingly. Some were also subject to jacking them open with a car jack.

Masterlock is a fairly well known brand in general locks, but their bicycle locks that I have seen didn't look too impressive, and seems like I didn't see them at bike stores, either.

All of them can be cut open with power tools or torches. From what I've seen the warranties against bike loss are fairly useless (overly restrictive).

We sell the kids an upper-grade Kyrptonite lock at discounted prices (20.00). They have proven very durable, usually the theives will simply not try them. There are so many bikes locked with easily-defeated cables as to make it not worth while.
They can be defeated; we've had maybe 3 in the last 10 years. One guy used the "big pipes" method.... Another used a car jack.
They can be cut with a REALLY big bolt cutter... Not the kind you'd want to carry around.
Angle grinders work but of course take a long time and are very noisy...

Although there was that huge internet scare over the bic-pen thing.... We did not have one single theft during that period, and all the locks we had out at the time were of the "shunt-key" variety that you could supposedly pick. We are talking about many hundreds of these locks.
Again, not one stolen bike.
I still think the whole thing was an internet hoax. I and one of the other officers tried for some hours to open several different types of Kryptonite locks with such pens... No luck at all.
Kryptonite paid out a lot of money replacing these locks, which says something for the company.

Lots and lots of reports at the time of folks who were able to do the trick. I don't think that they were all liars.
(Still using my replacement U-lock.)

I'd have been more inclined to believe it had we started loosing bicycles. Our university is a prime target for theives, as the kiddies usually spring for easy-to-sell mid-range mountain bikes and often leave them unattended for long periods.
Had this been all that easy, seems likely we would have lost dozens of bikes. However...None whatsoever. Maybe our local theives don't surf YouTube.

The top end Kryptonite locks such as the NY series along with the top end Abus U locks are supposed to be the hardest to break. The NY Forgetaboutit (?) locks also have large enough shackles (18mm) so that most chain cutters jaws will not open wide enough to even fit them. Per what I read a British magazine test took 10 minutes to get through a NY Forgetaboutit with an angle grinder while the steel in the same diameter shackle lock from OnGuard was cut in about 2 minutes.

No such thing as an indestructable lock unfortunately.