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Make sure to loop a lock through the frame and both wheels. I use an ABUS frame lock on my rear wheel (never has to be removed) and a kryptonite chain lock for the front wheels and frame.
If you want to get really secure, replace fasteners with tamper resistant versions.
Nothing is ever theft proof, but there's lots of ways to make your bike very theft resistant.
These are all great suggestions.
OP, You’ll want a heavy-duty D-lock from a company like Abus or Kryptonite, and always loop the lock around the frame of the bike and loop it through a secured bike rack. A bike rack that can be picked up and dragged off is not secure. A bike rack with loose bolts holding it in place is not secure.
A frame lock that goes through the back wheel is also a great option, and the Abus ones (and others i believe) have an option on the frame lock to attach their own brand of bike chain as well. This is the lockup method i use on my $5k bike for any stops under 20 minutes.
For anything longer, i also use a d-lock around my frame and hooked to the bike rack, as well as cable locks around my front and rear wheels. I also have security hex/allen bolts securing my seat and seatpost suspension. People walk by, see 4+ locks on my bike, and never bother it.
Never use a cable lock to secure anything you’re not comfortable having stolen. Also bike insurance is a thing and can be really affordable. Finally, there’s an app called 529 Garage that allows you to register your bike into their database to help with recovery in case it gets stolen. Some cities also offer registering your bike with the city to aid in theft recovery. I did it in my city, but honestly i have no idea if law enforcement even checks the city database for recovery.