Locks that work

Just stick it in your belt... As long as you're not going more than ~5 miles, which i suspect you wouldn't be if not taking a bag, and not out on a serious ride, its fine. I did it every day with an average sized d lock, just loosen your belt off one notch and slip it in... ;) A little care needs to be taken when getting in/out of the saddle but no biggie...

It's mostly for cycling to uni, which is 3 or so miles away, but I don't want to ruin my belt you see! Also, it gets annoying with it flapping around because the shackle is ridiculously long.