I ride a 2013 Specialized Allez http://www.specialized.com/us/en/bikes/road/allez/allezcompact#specs and need to be able to lock it up outside shops and such now that I've moved to a very bike friendly city. I'm beginning to ride it more and more and want to go to a one car household, but I worry about parts (mainly wheels) being stolen right off the bike. Obviously, I first considered a cable lock to run through frame and wheels. But, I saw a documentary and realized how easily they're cut and the bike is gone. I was thinking the best answer would be a solid U lock through the frame with the quick release skewers replaced by whatever track / fixed gear bikes mostly use. So my questions are: Is this the best answer to my worries? What do you guys do to lessen your chances of being stolen from? And, what exactly do I have to buy to replace the quick release skewers with the bolt ones?