For small towns that you are in for a short time, even a little cable lock is probably sufficient. If you are going to be in an area with more bike theft, such as a college campus of any size, a kryptonite lock is best. Some of their locks, you can sign up for basically an insurance program. I'm not sure the details but I'll probably do it before long, because my bike is our "second car" and it's worth it to me to have that extra protection. I've also heard that a regular sized U-lock is best, because the extra long locks provide extra room to get that little saw in, the one that can cut through kryptonite.
2009 Trek 7.2FX WSD, brooks Champion Flyer S, commuter bike