I live in NYC and am really nervous when I park my bike for any extended period of time outside my view.
I have one of those super heavy chains that I try to lock directly from a sign to my bike. It's not always practical depending on where I am and coming from though. (it's really heavy!)
I also keep it covered when its parked. Less likely to draw attention. When I drive to work. I cover it and have a 15' cable that I go from wheel to wheel, through the cover, and have a steel cased lock.
Sounds paranoid but bikes are stolen ALL the time here. 3 already this year just at that motorcycle parking area, but i heard they were unlocked.