Gee, feel the love...<snicker>
Anyhow, it depends on how "serious" you are about keeping it yours.
Mine has a Radio beacon tracking device, and is locked down with about 30 feet of elevator cable with a square pin-across lock, right now - and since it's on the back porch it's within 20 feet of me from the living room or my bedroom upstairs.....
Did I mention I have especially good hearing, and a shortbarrel 12G with some rocksalt ?
Anyhows, you can use a Kryptonite, they work ok, unless someone has an old Volvo jack handy (there's a trick to crackin one that way)...stay away from typical chain, far as that goes, unless you get some heavy enough to be really serious, but then you have all the weight and bulk to manage.
Best bet is elevator cable, at least eight feet of it, heavy as you can get...and DO NOT, UNDER ANY CIRCUMSTANCES, hook yer ped up to the bicycle rack, even if it is bolted down (which they usually ain't), fuck what mall security tells you, I lost my Puch Austro like that, bastards unbolted the rack entire and tossed it into a pickup truck.
Make sure to loop it too, back wheel, once around the frame, front wheel -to back wheel again and anchor that puppy, or you might find yer front wheel being MIA when you get back...one game of local punks is to somehow disable the 'ped, by that or slashing the ignition-coil wire, or the tires, hoping that it will keep it there long enough for them to come back with some bolt cutters later that night.
(Personally I reccomend waiting somewhere close by for that to happen, with a tire iron or cut-off 2x4...one 'lesson' is usually enough, locally)
Keep a spare can full of cash around too, you'll need it for the constant vandalism damage that will be done by punks frustrated with failure at thier attempts to steal it, if it's one of those kinda neighborhoods.
Best bet of all, though is a tracking device - in this day of car alarms no one will even pay any mind even if you did manage to rig an alarm on yer 'ped, but for around $30-$35 you can rig something up with enough range to cover a small city, most of these punks don't take it very far when they steal it, counting on the utter indifference of the police in such matters.
It all depends on how 'serious' you wanna be about it staying yours.
Me, I am REAL serious.
Oh, yeah...and two good bets for home defense are also motion-activated light/alarms, or if you love animals, a good loyal dog....I had a neighbors little labro-mutt that adored me so, he'd rip yer arms off it you touched my 'ped..