On my trip to NYC, I picked up what the natives call a "bodega lock", basically what all the shop owners use on their barred gates that come down at closing time. In addition I've ordered a Kryptonite NY chain.

Now, I don't need it where I live, but when I go anywhere else, this 10 lbs of steel will be my companion.

And the cool part... you wear it as an accessory... a belt. Tres chic!!