On the note of chains, ill add that i leave mine attatched to the ground anchor at home when im away so i dont need to lug it about to places where, as orlcurt says, may not have something appropriate to tie it too.
Yes a disc lock does nothing to prevent a bike being lifted into a van when out and about, but im sure ive seen stats that the majority of thefts are from the home hence my having stronger security there.
Overall you have to remember that if someone wants your bike, there's pretty much nothing you can do to stop it, that beefy chain ive got on the ground anchor wouldnt last 30 seconds against an experienced theif with a beefy pair of bolt cutters. All we are ever really trying to do is make the bike less attractive than the next one. (unfortunately my wifes bike is next to mine!)
You dont need to run faster than the lion, just faster than your friend