Get rid of the quick releases on seat posts and wheels if you can too.
There are 2 recommended ways to lock your bike: without wheel removal and with front wheel removal. To lock without wheel removal, position your bike frame and wheels so that you fill up as much of the open space within the lock's U portion as possible. The tighter the lock up, the harder it will be for a thief to insert a pry bar and pry open your lock. Notice in the diagram below that a U lock and cable lock have been used. If you are going to use only one lock, a quality U lock attached as shown below is the way to go.
