Choose which lock or combination of locks you are going to use. Spending a little more for the heavier-duty chains and locks is usually worth it, because cheaper locks can often be easier for thieves to break. Two different bike locks are always better than one, and when used in tandem create a powerful defense against thieves.
Look for a sturdy object to which to secure your bike. Bike racks are best, but steel fences, street signs and metal posts also work great as anchor posts for bicycles. Just make sure whatever you are locking your bike to is sturdy. Also make sure to find a legal place to secure your bike, or else the authorities may move it themselves.
Lock your bike to your anchor post. If you have a short chain or U-lock, remove your front wheel and place it next to the rear wheel. Removing the front wheel is usually very simple. On many newer bikes, you just have to pull a lever on the left side of the wheel's axle to release the wheel. On older bikes, you may need a small wrench to loosen some bolts. Once you have removed the front wheel, lock both of the wheels and the bike frame to your anchor post. Put your U-lock or chain through one of the main triangles of the bike frame before you hitch it to your anchor post. Wrap a chain or cable through both wheels, and secure them to the anchor post. Check to make sure the bike is secure.