In many areas it is illegal to lock bikes to any city sign or parking meter. Don't lock your bikes to railings, as this can impede handicapped access and is almost a sure-fire way to get your bike impounded. Make your bike look beat-up. New and nice-looking bikes are to thieves what shiny lures are to fish. Tie some rags to your bike, even paint it yourself.
Most people lock their front wheel instead of their rear wheel.
The rear wheel is nearly twice as expensive on most mountain bikes. Therefore, if you can't lock both wheels, we suggest you lock your rear wheel.