Personally, I just use a u-lock in combination with a small chain lock (well my chain lock actually borked recently, so I've been using one of those foldable locks, but you get the idea).

U-lock through the rear triangle, securing the frame and the rear wheel to a solid bike rack or post, with the secondary lock binding my front wheel to the frame is enough to make me feel safe leaving my bike out in most scenarios, even in my city with really high levels of bike theft.

People have laughed at me for using two locks, even for daytime stops that last less than 5 minutes and where my bike stays more or less in my line of sight the entire time. I don't care if I look paranoid, though. I've lost one bike to my city already, I'm not losing another one.