It's often recommended that people use two locks, although I've never done this myself. Honestly, a lot of bike lock mojo is the deterrence factor- if your lock looks difficult to pick or cut, the thieves will try to steal someone else's, because criminals are a lazy and superstitious lot. That said, I use a Kryptonite u-lock most of the time, and when I don't I use the Kryptonite chain lock I bought from an online motorcycle store after my road bike was stolen. The only problem with that one is that it weighs twelve pounds and I have to wear it across my torso like a bike courier if I don't want my legs chafing against it.