How do you keep your bike from getting stolen?

Big chains may seem inconvenient, but losing the bike is the most inconvenient thing. Lock the brake rotor, put a lock on the rear sprocket and chain the bike to something. Use a thick and case hardened chain or heavy cable. You can bag it or wear it over your shoulder. Make things as hard as you can for a thief and a Lo-Jack is a very good thing to have as well. The garage isn't too much of a precaution. Insurance is a must, not a question. Paging alarms can be helpful if you want to fight for your property.