Didn't read all the replies, may be repeats...
If possible, chain bike to something solid. If not, you can make a cement block yourself. Which is what I did after my bike was stolen. You need a bucket, U-bar, cement. Mix the cement in the bucket and set the U-bar in it.
Buy a bike cover, alot of thieves are just stupid. If they don't see what is under the cover - they will go for the easy access one. I believe it helps if they can't see your bike easily.
I say no to alarms and disc locks. I had an alarm and all it did was drain my battery. I eventually disconnected it.
Yes to full coverage insurance.
