No method of locking up will prevent your bike from being stolen by someone who's determined. It'll just slow down the thief. I had a heavy duty U-lock seize up on me last year with my bike secured through the rear wheel and frame. I tried using a hack saw to cut through it, which was impossible. It took about six or seven heavy blows with a hammer to free the bike by smashing the internal tumbler - no power tools required. In a busy area with people walking by me all over the place, and me clearly trying to break this lock, nobody even looked twice at me or asked me what I was doing.
Here's my approach:
If I'm heading out around town to run some errands and won't be leaving my bike for more than a a few minutes (library, grocery run, picking something up from the hardware store, heading to the post office) I use a cheap cable lock . . . it's lighter and is easier to lock up to a variety of stuff. Always secure the frame and both wheels. They're the most expensive parts of your bike, and wheels are quick to steal with quick release levers.
When I'm leaving my bike out for a long time (all day after commuting to work) I use a heavy duty Kryptonite U-lock and cable. Because it's heavy I leave it attached to the post at work so I don't have to lug it around each way.
Lock up like this (maybe ignoring 3 and 4 unless you're in a high crime area):
Both wheels and the frame are secured. I don't have a fancy bike saddle and have never had a problem with someone stealing my saddle that's secured via allen key clamp. You should be able to do this with any vertical post . . .
Also important, strip your bike before you leave it alone for a long time. Take off your lights, bike computer, frame pump, panniers, water bottle, seat post bag, etc.