Locks that work

I am only using it as a secondary and was wondering about the difference between locking it separately vs. linking it to the u lock.

It makes no difference. At all. I use a steeloflex 1000 for the front wheel and a fahg mini for the frame/rear wheel. Wether or not you loop the steal-o-flex through the D-lock, it all looks the same to a pair of bolt cutters. Generally, people wont cut through a massive cable lock just for a wheel but it does happen.

When I worked at cycle surgery in Camden, we'd get a lot of people that had their brake pads, grips and sometimes even their brake cables nicked. It totally depends on how desperate the thief is.

I highly recommend using something called Tynan Paste to reduce the risk of these smaller parts being taken.