I had a cheapo bike with a nice saddle and bag on it - they skipped the bike and popped off the saddle and bag and post! Lock what you can and what you can't, bring inside.

I think I learned this on here - buy some of those XXL chain dog collars and tuck them in your commuter bag. You can use them to extend your U lock - slide the big round ring through the U lock and then put the chain around what you want to protect.