After looking into various lock-down methods this is what I installed:
I replaced the quick-release on both axles and the regular allen wrench collar on the seat post for locking skewers and a lock for the seat. They are made by Pinhead Locks. It takes a custom key to get them off. I just registered the key on their site, in case I ever need a replacement.
As for the frame, I upgraded to one of the nicest, most heavy duty ubolt locks out there. The brand is Abus and they're German. The nice thing is that they are not super popular in the States, so thieves haven't had a lot of practice on them. To my surprise the lock is super light and easy to put on- no key jiggling required and the bolt can go on either way into the locking portion. This also came with a custom key code, in case my keys ever get stolen. I also went with the smallest lock possible that works on my bike, so that there is the least amount of room for a jack or some other prying device.
Then I asked the folks at the bike shop the best way to lock up the bike. They recommended going through the back spokes and catching the horizontal part of the frame and then bolting it to a metal post (not a tree or to a cable). For a week I tried the spoke method and it takes way too much time. I figured my lock is so heavy duty that by using it anywhere on the bike it will be fine.
For a final precaution I registered my bike on the National Bike Registry. First I looked at their list of cities that use this registry to make sure my city and the ones near by actually use the site. For $10 my bike is registered for 10 years. I typed in my info and the bike's specs including the model number which is on a sticker on the frame.
When picking out out a bike, I kept color in mind. I intentionally looked for a subdued color for the frame. My old bike was yellow and it's no longer mine. Enough said. Even though this bike is new and it's in good shape, being black will draw less attention.
What's left to steal off my bike?
You could use an allen wrench to snag the rack. I could use a cable to secure the rack to the underside of the seat, (this would mostly as a deterrent, because it would only take wire cutters to steal it). Or I could carry a second ubolt lock and run the lock through the rack to the rear wheel.
Or again, an allen wrench is all that it would take to steal the fork. I could of bought a Pinhead Lock for the fork, but I opted out. Fork stealing isn't huge and I don't lock my bike up outside overnight or for hours on end.
Or by just using wire cutters you could liberate the blue monkey from the spokes.
I read that most bikes are stolen from people's homes, where they are often unlocked. That is exactly what happened to my old bike. I was at work and my bike was in the same room as me. It was unlocked, like it always was, because I figured no one would even consider stealing a bike under those conditions. I was completely wrong. Also whenever possible I bring my bike inside.
I've invested in locking down my bike, because I absolutely love her and I'd like to keep her for as long as possible. She is 12 days old and already we've logged 101 miles together.