Without lugging around too much in the way "hardware" the experts do recommend that you do secure your bike to either another bike or an immovable object. Chains tend to be more bulky and heavier than cable systems but it really is up to you. There are many pluses and minuses for each and I think that if you use a quality item it will prevent or slow the amateur thief and probably just give the pro a good laugh... I've used a cable for 39 years and have not (knock on wood) had any problems. Obviously, just using something vs not using anything will improve your chances of not becoming a victim.
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New Jersey-Don't Laugh!