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When parking on the street you are generally best off using cycle parking stands if these are available. Otherwise look for "street furniture". Keep in mind that some posts lift out of the ground, while cycles can be lifted off shorter posts like parking regulation signs and parking meters posts over 6 feet high are more secure. 

Ensure you are not blocking pavements for other users and that you are not using fixtures that have signs asking you not to secure your cycle to them or it may be removed/double locked. 

It is always best to lock your cycle where it will be visible so that thieves will have less opportunity to steal or vandalize it. Avoid hiding your cycle away out of public view, which gives the thieves the time and privacy to steal it.

Multi-storey car parks in the city often provide free cycle parking which can potentially offer greater security than on street parking.

If you don't have secure parking at your workplace, you should indeed have a serious lock, such as a Kryptonite. The thing is, you should not carry it home every night. The weight of a typical U-lock represents the difference between a $400 bike and a $700 bike.

Just leave the lock at work, locked to whatever you normally lock your bike to. Carry a light cable lock with you for quick errands or emergencies.

If you use both the U-lock and the cable lock at work, you are more than twice as safe as you would be with either of them alone. Either type of lock can be defeated, but each requires a different large, bulky tool which is useless against the other.

Don't take your bike apart to lock it, it is really bogus. The cable lock will secure your front wheel to the frame and any convenient object, and the U-lock will secure your rear wheel and frame. If you have a quick-release seat post bolt, replace it with an Allen head bolt, and stop worrying about having your saddle stolen.

The best cable locks are the ones that have the lock built-in, rather than relying on a padlock. The padlock is the weak link, easily cut with bolt cutters, the tool of choice for most bike thieves. A new, sharp bolt cutter will cut a cable too, but an old, worn-out one will only crush a cable.

People tend to buy the big clunky U-locks because they don't know how to use them properly. A U-lock should go around the rear rim and tire, somewhere inside the rear triangle of the frame. There is no need to loop it around the seat tube as well, because the wheel cannot be pulled through the rear triangle.

Some people say criminals might cut the rear rim and tire to remove the lock. Believe me, this just doesn't happen in the real world. First, this would be a lot of work to steal a frame without a useable rear wheel, the most expensive part of a bike, after the frame. Second, cutting the rear rim is much harder than you might think. Since the rim is under substantial compression due to the tension on the spokes, it would pinch a hacksaw blade tight as soon as it cut partway through. Then there are the wire beads of the tire, also difficult to cut.

When using a chain to lock your cycle avoid laying it against the ground or against walls as thieves can smash the chains against these. Instead lock the chain high up around your bicycle and what you are locking to. When not in use, cable locks can be wrapped around the seat post. D-locks normally have special attachments to fit them to the frame, or they can be carried on a rear rack. This frees up space on the frame for other accessories.

These are rigid steel locks in a D or U shape, generally very heavy and tough looking, though the actual strength can vary and is normally reflected in the price you pay. D locks are by no means thief-proof and are best used in combination with another form of lock. 

Cable locks  

Cables can vary enormously in weight and strength. They are more flexible so can be used in situations where a D lock might not fit, but cheap versions are very easily cut through. Some heavier versions are Gold listed through the Sold Secure scheme. Thinner cables are useful in combination with other locks to secure parts like wheels or your saddle so that you don't need to remove them every time you leave your bike.  Thinner cables should not, however, be relied on as the sole locking device.

Chains and padlocks  

These can be heavy and awkward to cart around, but a good quality hardened heavy-duty chain combined with a couple of very good hardened padlocks may be the strongest option available. If you need to leave your cycle locked up outside somewhere regularly you might consider

leaving your chain locked there permanently (though please keep in mind inconvenience to other users). 

Click locks 

These are fixed to the bike near your seat post. These lock your rear wheel to the frame itself, this stops someone simply riding away on your bike. These locks should definitely only be used in combination with another good lock, so you can lock your bike to a secure immovable object.