|Even if you're gone for a really long time.|
|This, for example is how I lock my bike when I go to a typical New Jersey shopping mall.|
For most of us, a more moderate lock, both in size and price, will do the job. Aside from chain locks, there are cable locks, which are simply a length of heavy-duty cable attached to a locking mechanism, and there are U-locks, which are a U-shaped metal shackle closed at the end by a metal cylinder which contains the lock mechanism.
U-locks are generally stronger and more secure, but are heavier and take up more room in a bag or basket. They also are limited in what they can be attached to, meaning you can only lock your bike up to designated bicycle racks, handrails, signposts or similarly-sized objects.
Cable locks are generally lighter, but can be less secure, in part because they allow a would-be thief to move your bike around more easily to gain better leverage to break the lock. However, the same flexibility gives you the option of locking your bike to nonstandard posts, trees (where allowed, there's a fine of $1000 in NYC for locking to a tree) or whatever kind of attachment point you can find.
I own both types of lock, and use them in different situations, or if I'm really being paranoid, I use both of them at the same time (thieves usually use different tools on different types of lock, so having two types of lock means double the hassle to steal my ride). One other strategy I've used in the past, when I locked up in the same spot daily, was to simply leave my U-lock attached to the bike rack at work, so I didn't have to lug it back and forth.
There are lots of strategies for locking up your bike, and in future posts I hope to get some photos of locks "in the wild" to show you (if you've got particularly brilliant or stupid ones that you've seen, send them to me at velochelonian-at-gmail-dot-com), but the important thing is that you use a lock in the first place. Also bear in mind that no lock is unbreakable, but a good lock can make your bike difficult enough to steal that a would-be thief might move on to an easier target.