1. Invest in the highest quality lock you can afford. I recommend heavy-duty U-locks and heavy-gauge chains.
    2. Always lock your bike to a secure, fixed object.
    3. Only lock your bike in a well-lit, well-traveled area.
    4. Don't lock up someplace a thief will know you are gone for a while -- yoga, movie theatre, etc
    5. If possible, lock your bike indoors.
    6. Avoid using quick-release skewers on wheels and seatpost. Replace with security bolts and/or locking skewers.
    7. See locking techniques and video below. Info graphics and video from SF Bicycle Coalition.