I’ve lost a front wheel before, but generally if I’m leaving the bike somewhere that this is a concern I’ll take the front wheel off and lock through the wheels rather than buying any more devices (i.e. front wheel off the bike, alongside the rear wheel, then lock(s) go through both wheels, frame and whatever it is you’re locking it to) – the downside can be a risk to the bottom of the forks and the brakes with the wheel not there, so I wouldn’t do this in a railway station rack with 300 other bikes locked haphazardly around it…
..which leads me to my top urban bike security tip – location, location, location!! For instance, my favourite rack in Leeds City Centre during the day, midweek, is right outside the Crown Court – where there are always lots and lots of police around.