I'm pretty opinionated on locks because I carry one and use it every time I park. I wouldn't bother with the Xena alarmed models -- they're annoying and the plastic alarm module within the steel body is cheap and will break if you actually use it a lot.
I stay away from Kryptonite because their keys go to shit and stop working (happened to both my roommate and me).
You didn't say what your budget was. A chain offers the most security because you can use it to keep the wheel from turning (go through the wheel and the frame or braced swingarm), and lock it to a stationary object if you're parked next to one (never happens unless you're talking about a special place you have reserved at home or at work). Keep it up high so a thief can't rest it in the jaws of his bolt cutters on the ground and use all his weight to break it.
But unless you have luggage, carrying a chain everywhere you ride isn't practical. I recommend a disc lock because it's the easiest to carry and quickest to deploy. Use it every time you park. Seriously, hardly anyone else does this. A thief will pick their bike over yours.
That site you linked doesn't carry Abus. That's what I'm currently using and it hasn't let me down.
If you're interested...
But if you want to stick with that site, I'd get one of the Xena
non-alarmed models, like
this one.
Hope that helps.
P.S. Don't let the "they'll-just-carry-it-off" argument deter you from using your steering lock and a disc lock. Pick-ups are the exception. Most bikes are ridden (sometimes rolled) away.