Whichever lock you go with, make sure it can loop around your lock-up point—a bike rack, a secure fence—and through the triangular part of your bike frame, and through the spokes of your rear wheel. The photo above shows this method.
Using two locks is always the most secure way to lock up your bike, with one lock threaded onto the lock-up point through the rear wheel and the rear triangle, and the second lock securing the front wheel to your lock-up point. However, few people want to buy and carry two locks everywhere they ride. Still, both of your wheels should be secured to the lock-up point. It’s very common for thieves to steal an unsecured front wheel, especially if the wheel has a quick-release hub that makes it easier to take off. That’s why I liked the Kryptonite Evolution Mini-7, a decently safe U-lock that comes with an extra cable you can thread around the rim of your front wheel.
Keep your U-lock away from the ground when it’s locked to your bike. Thieves like to take a bottle jack, normally used for jacking up a car, and place it inside the U. With enough pumping, the jack can break the lock open. If you get the U-lock away from the ground, it makes it hard for them to do this. You also want to get a U-lock that has as little extra space inside the U as possible. The less extra space, the less room there is for thieves to manipulate the tools needed to cut through it.
Lastly, inspect your lock-up spot before you decide to park there. Thieves are known to dislodge poles and sign posts from the ground and then place them back in the hole. All they have to do is wait for you to lock up your bike and leave, then they can lift the post out of the hole to free your bike—no tools or noise required.
Check out bike racks too, especially if you see tape wrapped around them. Bike thieves are known to saw through racks and then wrap the cut section in tape to hide their work. When bike owners walk away from a locked bike, the thief can yank the tape off, pry the severed bike rack apart enough to slide your lock out, and be on their way.