Besides locking a bike up properly, are there other deterrents against theft (such as engraving) that make a bicycle less attractive to a potential bike thief?
It was stolen. :-(
In addition to locking your bike securely with a good lock, there are several strategies you can use:
Where you lock up can be nearly as important as how well you're locked up. If you're in a public, well-lit area, a thief might think twice about stealing a bike. A rack in an isolated, dark area may look more attractive to steal -- there aren't as many potential witnesses.
While some may not have a choice in this matter, if you know you'll have to lock up in a sketchy neighborhood fairly often, you might consider getting a cheap, used mountain bike if possible. Save the flashy carbon expensive-looking bike for club rides and longer road rides.
Take the bike with you
There may be situations where you don't have to lock the bike up. Many supermarkets and big box stores will let you take the bike with you, if the aisles are roomy. Take care to stay out of the way of other customers. If asked to take the bike outside, you can either comply with the request or take your business elsewhere, but be nice about it either way.
Folding bikes are great for this, especially when you can fit the bike into a shopping cart.
Uglify your bike
I've heard it said that you just need to lock up your bike better than the next bike in the rack. That may or may not be true, but consider making your bike uglier than the bike next to it. A terrible rattle-can paint job (i.e., spray painted) will make a nice bike look like a jalopy of a ride.
You can also approximate this by putting a plastic grocery bag over the saddle, using ugly/old bar tape, fenders that are scratched up, and so on.
Wheels and saddles with quick-release hardware are a target for thieves. Much of this can be combatted by locking them up properly (feed a cable through the saddle rails or the spokes of the wheels), but consider replacing these with hardware that needs a tool to open. Maintenance will take longer, but locking up (and unlocking) will be quicker.
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The largest deterrent to theft is to make sure your bike is in your line of site. There are a large number of registries which cater to the idea of a permanent and visible mark on the frame that is registered with an independent 3rd party, such as a police department.
The real issue with those is that so few bikes actually get registered that most police departments don't bother to check for barcodes or rfid tags.
Engraving your name on the frame in a visible spot might help, actually, but there's no way to guarantee that anyone will ever look at it, or contact you if they do recover your bike. I like to include info that is usable for contact, but easy to maintain for a long period of time. A free, web based email address engraved on the bottom bracket works.
But really, don't leave the bike alone...
You can also ride a customised or unusual-looking bicycle. Most bike theives are either looking for transport or something easy to sell. Transport theives you can't do much about, but they usually don't carry decent lock-breaking tools either - a good D lock will stop them.
Theives trying to resell will look at your bike and if it's distinctive and has no easily-sold components, most of them will leave it alone. Why both spending 20 minutes stealing, stripping and selling something that's going to fetch $5? Even theives have standards.
So rather than a beater bike, ride a tall bike, or a folding bike, or a chopper. Or just work up a set of distinctive but functional mods to your preferred bike. Like a 27" front, 700c rear wheel, laced in a funky pattern. Or fit a banana seat.
I have a sit up and beg bike for getting around town and locking up near dodgy places, Its a 31 year old bike its in perfect mechanical working order, dynamo/lights. And it has some perfectly placed rust/corrosion on the stainless steal parts. I never wash it if possible. People seem to look the other way, little do they know its a mean machine in disguise.
Hope I haven't jinxed it....
It seems that having only clipless pedals works too. It's not as easy to ride off with. This is the only thing that's stopped me from switching to my combined pedals.
You can purchase custom nuts and bolts that are tamper proof. If you couple that with two u- locks, it would be nigh impossible to steal the bike.
I live in a high theft area.....and I have 3 bikes...
Thieves want easy, intact bikes. And seriously, you can't always keep the bike in sight.
Finally.... Never use cable locks! Snip. Your bike is gone...