If you already have a good pedestrian vehicle: a good bike lock.

I (and lockpicking lawyer) recommend the kryptonite evolution. Good balance of price and protection.

For a step up I recommend the kryptonite fahgettaboutit.

Either way, bolt cutters aren't getting in, and portable angle grinders will take a little while because the chain is annoying to grind.

I see too many expensive bikes chained up with thin little locks.