If somebody wants your bike they are going to get it. The key is to make your bike less of a target than the other guy's bike. If it's alone, locking it to itself isn't going to deter a thief. That goes for Europe to by the way. London has a BAD problem with stolen bikes, so do most big cities.
Carry a decent lock. I use a 10mm ABUS chain with a beefy padlock that is not easily picked. I carry it wrapped around my waist. It's quick (quicker than a U lock - I know, I have a good ABUS U lock to), it's simple, it's effective. Would you rather take an additional 30 seconds to lock the bike "to" something or have to replace it when it is stolen?