I've got one of the Kryptonite New York Fahgettaboudit Mini Locks, which is my normal carry about with me lock, and the Fahgettaboudit Chain which is what I leave at work, and use in conjunction with the Mini D-Lock. This is in a secured area, which needs swipe card access, and has closed circuit TV cameras.
It's also about doing things like not making sure that you have the best locks available, just ones that are better than other bikes locked up in the same area.
If a thief wants you bike, they'll get it. It doesn't matter how you lock it up, or whatever you use, a large pair of bolt croppers and/or angle grinder will get through most things eventually.
Of course, most of the time it's not that sort of thief, it's some sort of scrote with a pair of wire cutters or a hacksaw, who will be thwarted in his attempts to nick your bike, but will be quite happy with the BSO locked up next to it.