Ideally you'd have at minimum a frame lock, and a beefy chain lock. When using the chain lock make sure the chain passes through the rear wheel and the read triangle of the frame, then back the other way outside the triangle of the frame. Lock the chain to something immovable. Ideally park somewhere there's other bikes as well.

Personally I've added a motion activated alarm on top of that, but that's mostly because I got tired of people fiddling with my bike and breaking shit.

Doing the above should get most thieves to try and steal the next bike over instead of yours. Still might be worth getting theft insurance though, depending on how bad it is where you live.