Very cheap locks, e.g. thin wire, can often be shattered by a heavy hammer.
There is a particularly nasty trick if someone *really* wants your bike, which is to pour super-glue into the lock mechanism. You can't open the lock, and the thief can return at night and remove it at leisure. For this reason, if possible try to position the locks so glue can't be trickled in. The best advice if you have a top-end bike is never to leave it where it is vulnerable (I use 2 bikes for this reason).
If you wear cycle clips, don't leave them on your handlebars when you park, yes some people will steal anything !