With a little time and a little money it wouldn't be hard to get answers straight from bike thieves themselves. Give me a day and £200 and I don't think I'd have a problem getting taken along watching bikes being stolen while being talked through it all.
We have absolutely no idea whether chains are better than D-locks. We don't know which kinds of bicycle are most likely to be stolen. We don't know what the most common methods of lock removal are. We don't know if any of the tracking products actually provide a deterrent or facilitate recovery. It's practically impossible to give good advice beyond the most basic aspects of using a good quality lock and parking in a busy area.
If anyone can think of a good approach to gathering this data then please let me know - I believe it's the biggest single solvable problem in cycling development.