I would hate to be bothered carrying a hefty lock on a tour. For most small town touring and non-busy campgrounds, I would not lock the bike at all. A lightweight cable lock is handy for keeping the honest people honest - useful for locking the unloaded bike for short trips. The loaded bike is in itself a deterrent to a ride away or a heave away.

I haven't toured at all in big cities. Obviously there you can't just leave the loaded bike on the street unlocked, but at the same time a heavy u-lock isn't going to be much security to all your stuff being rummaged through and anything you can lock a pannier with is pretty easy to get into. If you are going to big cities, where are you staying? If staying with friends or through warmshowers or a motel, you can likely bring your bike inside. Most people are quite accomodating as well of touring cyclists - you can always ask at a restaurant etc. if they have an indoor place you can bring your bike. Or if you are at a museum perhaps you can ask if you can leave your bikes in the office. Simpler and easier is if you want to do a lot of indoor sightseeing in the big city to leave your bike somewhere secure (like your accomodations) and use the local transit system (or two feet) to go to the attractions.