I've had a bicycle stolen......no worse feeling in the world.
One thing I've learned-if a thief wants your bike-he's gonna get it eventually if you let it out of your sight.
My advice, buy two Kryptonite locks and a cover.
If the thief can't see it, that's less of a temptation and the more time you force the thief to undo your locks....you make it a pain to steal and less of a target.
Mount your locks up as high off the floor as possible and wrap the chains as tight as possible-the less potential leverage you give the thief-the better.