All depends on where you are. If you have a bike registration sticker program in your area, do that (e.g. 529 bikes, some cities, some police departments have their own service). Get locks with insurance that would cover the full cost of replacing a stolen bike that was properly locked, if available.
Don’t leave it outside over night. Lock it in at least two places if it will be out of your sight in public for more than 20 minutes. Lock it at a bike rack or against a fixed post, one wheel, and frame locked to the rack if possible.