I swear to only ever use a U-lock. That said, I only lock up my bike two ways and each way isn't the most secure, but it does a good enough job for going out to bars, concerts, and restaurants where I can trust that at least one of my wheels and frame are still secure by the time I come out.
Method 1) I do the above image of the attached picture where the lock runs through the wheel and down tube of the bike frame to lock around a pole or bike rack.
Method 2) I put my lock around the pole through my rear wheel behind the seat tube of my bike. More info on this on the link!
I don't carry a cable around but both of my bike wheels are also bolted and you need a wrench to take them off as opposed to a quick-release mechanism. You can get "anti-theft skewers" that require a special little tool to take off your wheels too!
