I go with the simple formula of the following
6 - Use a descent lock
- I've never had an issue with the kryptonite stuff
5 - Lock it to something permanent
- wooden fence posts are a no no same as road signs [unbolt the sign and lift the bike and lock off - walk away!]
4 - Remember to lock everything
- Normally lock through the frame, forks and wheels
3 - Take removable stuff with you
- Seat / Seat Post, lights, computer etc
2 - Dont lock it in the same place every day
And top tip Number 1...
...find the most expensive looking bike you can find, that's been locked up by a retard! Tea leaf's generally aren't that bright, they will be looking for something easy to steal, if you put your bike next to something they can steal in 2 seconds where as it may take 30 to steal yours, they have an easy choice!
Hope it helps