I’ve been cycling all over the place since I was a kid and I’ve never had a bike stolen. Either I’ve got lucky or my approach is a good one!
The standard advice in the UK is to have two locks, at least one of which should be a good D-lock. Two locks are twice as good as one, because breaking two locks takes twice as long as breaking one, and thieves generally want to be able to steal bikes very quickly.
By a ‘good lock’, I mean in short, an expensive and usually very heavy lock. I have a couple of D-locks for taking out with me and a couple of very heavy chain locks that I keep for locking my bike up at home. I only take the chain locks out if I’m unsure about where to lock my bike, because they’re so heavy as to be barely worth the hassle!
Ideally, a lock should be secured around a frame and a wheel, and then to an immoveable object. So, extending that idea slightly, the ideal place to secure two locks is one around each wheel and the frame. I personally find that this is often difficult to achieve in real life. But, again, that’s where having two locks comes in: a bike that’s secured to a bikerack with one lock and has the rear wheel imobilised with another lock is difficult to steal.
Regardless of lock type and placement, the best places to secure a bike are those that either have their own security or have lots of foot traffic. Thieves are less likely to operate where there are lots of potential witnesses.
Good luck! Bike theft is sadly common but it shouldn’t put you off cycling if you’re going to be smart about security, which it sounds like you are.