The best way to keep your bike secure is to use two different styles of lock. The thief needs a different tool for each style. I always use a £80 + New York D-Lock and a £60 + chain lock. Touch wood... I have never had a bike stolen with this combination. The little toe rags can't be bothered to carry both tools or it's too time consuming to work on both styles.

Sorry your bike got nicked though. It's a horrible feeling. (One of mine got nicked before I learnt to the two style trick)