Before buying, consider what you want. Do you need something compact like a disc lock for easy transport when you're out riding? Do you need the peace of mind of a chain and padlock or disc lock and chain which can be attatched to something solid, to stop organised theft where your bike is just lifted into a van? Do you need something securely fixed for home protection of your bike - in which case look at ground anchors, or alarms to alert you to tampering. You may need a combination of these for complete peace of mind. Think about your budget, then think about the cost of your bike and the hassle and cost of replacing it and try to afford the best you can!
A bike is stolen every 14 minutes in the UK (that's 100 a day) and any lock will put opportunist and organised thieves off taking your bike by making it a less easy target for them. Good locks will have "Sold Secure" accreditation (graded gold, silver, bronze) and the best will also be "Thatcham Approved", which means they have withstood attacks with a variety of hand tools for a minimum of 5 minutes.