I lost my first build in Vegas 2006 while on vacation.
Using a cheap coil cable lock, the bike did not last 20 minutes.
I locked it up in a motels parking garage on the strip for 20 minutes while I went in for a shower in the pool house.
Filed a police report nothing ever came of it.
If I know I will be in a town and have to leave the bike I carry a much thicker cable with a U lock.
I also use the pitlocks on seat-post, and Skewers.
http://www.urbanbiketech.com/Pitlock-Locking-Skewers-Wheels-and-Seat-p/set02.htm Your attitude changes about the weight of security items once you've lost a ride.