Suzie, I've heard that the Kryptonite U-bolt type locks (not cables) are the safest. I saw them on all the bikes parked in the street in NYC- bike theft capital of the world I imagine. All those city bikes either had those U-bolts or they had HUGE heavy chains with HUGE padlocks on them....or both!
Don't forget to lock your bike TO something. It's not so much some teen RIDING off on it as it is a guy throwing your bike into their van (lock and all) and driving off.