Merely locking the bike frame to the wheel is not recommended because, although it cannot be rolled away, the entire bicycle can still be lifted and carried away.
[1] U-locks are more secure than most other kinds of locking mechanism because they are more resistant to cutting with high-leverage hand tools such as bolt cutters.
A long enough chain can pass through both wheels, the frame and attach the bicycle to an immovable object.
If the chain is bought from a hardware store, it is most likely made from basic iron or steel and can easily be cut with a relatively inexpensive pair of bolt cutters.
Chains specifically designed for bike security are often case hardened and may feature Hexagonal or Trapezoidal link surfaces more impervious to hand tools.
[3] A common design flaw among low-quality combination-lock cables allows thieves to peer into the grooves between the disks.
Also, if the number of disks is low, the thief doesn't even need to peer into it and can simply use a brute-force attack (try every combination until it opens).
This is a low security mechanism mounted on the frame that immobilizes the rear wheel by moving a steel bolt through the spokes to prevent motion.
This type of lock is effective and convenient for securing a bicycle against opportunistic theft, when the bike is left unattended momentarily.
Some models have an optional cable or chain that plugs into the body of the lock to enable the bicycle to be secured as well.
[9] Test standards that rate the effective security of bicycle locks are provided by various companies and organizations, depending on location.
In the UK, a lock certified by Sold Secure or Thatcham is usually required in order to insure a bicycle or motorcycle against theft.