Bicycle cable lock for me, mostly for emergencies. Easy to to store, doesn't take up too much space and can loop it through my jacket if really needed also. I know it's far from fool proof, but I feel better at least trying.
Tools include metric sockets to loosen axle nut, and wrench for loosening and tightening adjuster nut. Also, a ruler or measuring device to measure up and down play in chain. Specialty convenience measuring tools are available but not necessary. I found You tube videos very helpful for first...