I just commute and work (I'm a part time messenger) on nicer vintage frames, use pitlock skewers for my wheelset and seatpost, super glue ball bearings into my stem bolt and saddle clamping bolts (can be easily removed using paint thinner) and use an Abus G x-plus 54 mini u-lock for the frame. Don't lock stupid and you're good to go. I haven't had a problem in years
