Forget the cable lock everyone likes to buy. Those are the easiest things to cut. A decent U-lock will go a long way in reducing your bike being stolen, It will at least slow your thief down a little. Check out Sheldon Brown's site for a good guide to locking up. Bear in mind that getting your bicycle stolen is very common in Singapore. You can get it stolen easily at MRT stations and along your HDB flat corridor. I wish the authorities would do something about protecting people's property at MRT stations. Those CCTV cameras don't seem to work in deterring bike thieves. My bike shop auntie says her son has already lost 3 bikes at MRT stations. In the meantime, lock up the right way to discourage bike thieves. No lock can stop a determined thief but at least make it inconvenient enough to make them steal something else.
Full article: http://www.mrbrown.com/blog/2008/07/mrbrowns-quick.html