Yeah, I bought the same setup and also bought a couple of alarms that I activate when I put the bikes away. But if the bad guys really want your bike, they gunna just take it. I rarely ever leave my bikes unattended. I even wrap the cables and Ulocks around them in my garage at night with alarm activated....Id go for the kryptonite, I have a ulock and chain both kryptonite, they are both awesome and are great security.
Kryptonite locks all come with a free 1 year theft insurance, you just have to register your bike and lock properly after purchase. Depending on what model lock, the higher stronger rated ones have a higher insurable bike amount, I think they go up to like 5-10k.