While I love the fact I can take my Brompton everywhere at times it is just not convenient and so I also carry a lock. The downside is the stronger the lock the heavier it is. But only a problem if you use a messenger bag rather than a Brompton bag as you are carrying that extra weight on your back.
I use an Abus Varedo D lock that is 300mm in length. It does come smaller but I got this size to ensure that it will get around the bike wheel and a post. The lock slips into the Timbuk 2 messenger bag and off I go. I choose this lock because it has a security rating and while no lock is unbreakable my insurance company would not be happy if I didn’t attempt to have adequate protection for the Brompton. There are locks with a higher rating but these are too heavy to carry around.
I always lock my bike to a metal post. I avoid those tiny D shaped wheel park posts that are still around some public buildings. They only allow you to lock the wheel to the post. They also don’t support the bike which can be knocked over. I will look for a bike stand and although there has been an increase in Central London there are not enough. In the absence of a bike stand or metal railing I will lock the bike to a tall road sign. I am not overjoyed about this as someone who is very agile and strong could slide the bike up and off the sign.
I have never left the bike locked up outside late at night.