What kind of lock and what was it locked to? That might have been a larger contributor than the "implied value" of the bike. Or maybe it's like cars - a cheap american POS might be more likely to be stolen because of the parts resale market, but a new exotic can't be resold (obviously stolen goods).
You have to make it hard for the thief by using different items so the dumb ass will have to bring more tools to jack your ride. This increases the time making it more dangerous for the thief to get caught by you or having police getting involved. I have found if you do not want to lock it up, take it with you. The places I have found this to be the case are few and between. Another good sticker to get besides the Chainlink is "This rider only carries $20 dollars worth of ammuntion! or "This ride protected by Glock, ride at own risk, not responsible for injury or death that may occur if stolen." Saw this sticker on a Harley last year as this bike belonged to a cop. Just the idea of being shot trying to steal a bike may make some bike theives go the other way. Take pictures of your bike also with the sales recipt for recovery purposes should you see it again. Stay away from cheap locks that can be cut. Anything over 1-2" in dia is going to take a long time to break if it is a cable or chain. Only items that this does not apply to is U-locks since theives will use a bottle jack or liquid nitrogen, or freon to defeat the lock. As to making it look crappy, it will not matter if it is being partted out. Most thieves do not have the balls to ride the stolen bike as for fear of getting caught. Ingraving each componet may help also along with getting an off the wall paint job. Also a pair of old looking rims and adding things that appear to make your ride look broken and beat up help.