Nothing beats a thick chain or a reasonably thick cable lock, and yes it's a bitch to carrying around but totally worth it if it's gonna deter the thieving scums.
I wouldn't really count too much on a alarm or a immobilizer, if they want it, they'll just wheel it away or into a van. Locking to something stationary is really the only way to go or if you have the luxury, get em all!
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