I discovered the hard way that the lock that worked in the suburbs was not up to the job in Center City Philadelphia the hard way, about 15 year ago now. (Side note: if you ever see someone riding the subway carrying helmet and panniers, but no bike in sight -- offer your condolences.) Since then, I have often pulled rank to be able to bring my bike into my office.
Locking the bike on tours is a different issue -- I leave it out of my sight for less time, but if it gets taken I'm in a deeper hole.
Current lock is an Abus Bordo. Always looking for something better.
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- Jeneralist