I like to bike when I can, but I’m still nervous to leave it even with a U-lock around the frame. I’ve also had a seat stolen before (not even a good one), but I’m not sure if there’s anything reasonable to do about that.
What do you do to lock up your bike for commuting?

Kryptonite makes some solid chain locks that I like.
But I think the most important thing is to always leave your bike next to other bikes that are more desirable (I.e. both noticeably easier to steal and more expensive).