My personal choice has been cable lock for some time. In my opinion, U-lock is faster and more simple to cut with bolt cutters, but if youre going to cut cable lock, you need quality pair of cable cutters (which I think are more rare) or quality side cutters (and with side cutters you have to spend more time). Cable locks are also lighter.
Also park the bike in open place where people can see it.
I have had many bikes stolen that were locked with Kryptonite u-locks, but since I started to use strong cable locks, I have only one cable lock that was partially cutted but the thief did not manage to steal the bike.