Just make sure you have enough locks for your bike :)
Yes, I'm always keeping my bike well locked. But I'm not using a double lock. The rental bikes usually have it.
It's really hard to find where I parked it sometimes. It took a good 10 minutes once when I left it close to a bridge and couldn't find it since there were soooo many bikes in that area when I returned. One day I forgot to annotate the parking spot number on the train station. I'm still surprised that I managed to find it.
It's also funny how the ridiculously strong wind always seem to drop bikes like dominoes.