I know its obviouse but I will mention it (as this thread has made me do it , I hadn't up to now)
Take a photo of your bike - and write the frame number on the back.
so if it is nicked and turns up in a police stolen goods compound they have some way of identifing it.
just saying its a blue whatever isn't going to help them.
you can get invisible untraviolet light marker paint , or put something under the saddle , bike theives aren't necesserily that bright.
cycling magazine had an article on bike locks with lots of good advice, on best chains ect. - by a supposd bike theif.
the D locks it advised putting through the back wheel and though the frame, apparantly they use a crowbar to lever it off but by puting it through the back wheel it will mangle the back wheel if they try.
and I wouldn't go on my bike is so crap no-one will nick it. - I had car like that , it got nicked.