I've got a full on Magnum Sold Secure Gold D-lock, which in all reality is too big and heavy to lug around everywhere unless I know I'm going somewhere that will warrant the effort.
I've got one of these for everyday use:
http://www.tredz.co.uk/.Abus-Ultra-410-Mini-D-Lock_87447.htm?sku=297206
Sold Secure Silver, small, solidly built and a sensible weight for carrying about - currently on offer at £19.99 (was £29.99).
I supplement it with a Poundland cable lock - don't laugh - it's surprisingly well made for what it is and to an untrained eye looks virtually identical to cable locks sold at
Halfords for 4 times the cost. And the prospective thief doesn't know where I bought it from.
At the end of the day even the worlds most expensive cable lock is easy to get around - it's all about putting the toerags off trying first.
(If I'm going somewhere potentially really ropey I'll take both D-locks and the cable lock, but those days are few and far between)