You need a ground anchor, actually you need several. You need multiple heavy duty chains, daisy-chained through various parts of the bike (thieves after high-end bikes will cut the frame to get it). Cable locks are useless. You need a big-ass lock on the door and if you have an up and over garage door you need to permanently fix it shut, all around the door, into the brickwork with rawl bolts preferably. Those garage door locks that fit in the middle are useless as thieves will just bend your garage door over at the corner (top or bottom) and get in.
Also, make sure no-one can see inside your shed or garage, if they see a bike they will break in, and once they know they're in there they will go to great lengths to get them.
Most of all you need an alarm. Not a £12.99 battery operated one that the thieves will smash, a proper mains powered one with a very loud siren. But it's no use unless your bikes are securely locked up too, otherwise they'll be away with them before you can put on your dressing gown and peer out of the window.
Our garage has been broken into three times now in 18 months. At calculated, written-in-some-scumbags-diary, six month intervals. The first time it wasn't alarmed and the thieves got £4K of bikes, and we didn't know until the morning, now they just keep coming back for the replacements. When the alarm goes off they leg it, otherwise they'll be happy to hack away at your locks, or dismantle your bikes, un-disturbed all night. They're not too bothered about noise, you'd be surprised what it takes to wake people up, our house is in a very quiet area and they drove a car into the garage door (across a very noisy gravel drive) to bend it and get in last time. Security lights don't seem to bother them at all either. But as soon as the house alarm went off they legged it.
This is all from personal experience, don't leave it until you've had a break-in, because after that the thieves will keep coming back for your replacement bikes, and every time you come home or get up in the morning you'll be wondering if you've been broken into again.
You need to be paranoid about security when you have mountain bikes. watch for people following you home, and they will do it in stages if you take a regular route home, or they'll use several people to follow you on different parts of your route home. Don't leave your bike carriers on the roof of your car outside your house (that's the mistake I made). You might as well have a big flashing light saying 'come and steal my bikes', don't ride home through town, or stop at the local with your bike propped up prominently.
I know it sounds extreme, but when you wake up and find your pride and joy has gone it's not very nice. It's not about reducing your insurance premiums, it's about stopping the thieving mutants from taking your stuff. These people are very serious about stealing bikes, they make a lot of money from it.