Bike locking

Well, I'm a bit concerned about my bike locking abilities.  I have a Kryptonite U-Lock and a Kryptonite cable.  Usually I just lock the frame to something.  Like  yesterday at Smart & Final, I just locked the frame to a railing.  I felt safe because it's not really an area anyone ever parks a bike in, so it's not a place a thief would look - but even so, only locking the frame is crap as everything else can be nicked off the bike in seconds - wheels, seat, handlebars.  Even so, I just watched some Youtube videos that made it look like NO lock was theft-proof.

I want it to be secure, but then too there's how much time it takes to lock it up, and how vulnerable does that make you during that time?  And, how much weight does carrying even more locks around add to my bike - which already seems over-stocked and burdened with something to deal with every contingency. 

So do I get another set of locks?  I definitely know I want another cable lock., but maybe I need a few more cables...I need to figure this out.  I guess it's time to talk to the guys at I Martin again.  Oh well.  I need to bring them in some Christmas cookies.  Tis the season.