City bike: Inexpensive, heavy, bulky hybrid (but pretty). I have a u-lock (the new type, not the one with a circular keyhole you can open with a bic pen) that's pretty good quality, however I have no illusions: if someone wants the bike, it will be stolen, lock or not. Most u-locks take only seconds to break with the proper tools. I'm fairly sure chains are the same. The bike is pink. Maybe not too popular with male thieves, but I know there are female thieves. It's also unique (the company made only one of that color) and maybe a good bike thieves would realize that and not steal it to avoid problems. But I don't "expect" the bike to be there when I walk out. Some day, it will be gone. I heard from friends working in downtown Montreal that older road bikes of good quality were much less likely to get stolen than a brand new $100 Canadian Tire (think: Target) bike. Harder to resell, I guess...

I carry the lock in a back pack if going for a long distance or slipped between the rear rack and the wheel if just for a few kilometers. The thingie to attach it to my bike didn't work, my tubes are too big.

Road bike: Nothing fancy but very good components and wheels. Has never been locked (except when camping over night during a bike tour, on a guarded camping lot). I only stop if I'm with other people and one person will be watching for it while I go order inside the café (or the other way around), or I leave it outside at cafes that are organized for cyclists, but again, with a group. We will tangle bikes and helmet straps together just to make it impossible to just lift a bike and go, and sit accross the window, close to the door.

If I'm on my own, with my road bike, I'm unlikely to stop anywhere I need to leave my bike outside... Even in the suburbs.