Make sure that the object that you're locking to is actually firmly attached to the ground. I've seen enough poorly maintained bike racks where it's possible to lift up one end and work the chain or lock around. Also, locking up to a pole, parking meter or sign? are you sure that no one is going to lift your bike over the top?

As long as you can find one, I suggest always locking up to a well maintained public fixture meant for locking bikes to.