Getting through anything but the cheapest, longest u-locks (lots of space on the inside makes them easier to pry) is kind of a hassle (or very loud). Most of the dirtbags who steal bikes around here are just looking for a quick $20.
Get yourself an OnGuard Pitbull Mini. It fits right into your back pocket. Don't leave your bike out overnight. Pay attention to what you are securing it to. Don't park in the same spot every single day.
ONGUARD PitBull Mini DT U-Lock is what I bought.