Get a locking skewer for the front wheel. Get yourself a proper u-lock of the correct size for your bike and usual locking places. Put the lock through the rear wheel, triangle, and around a properly solid object.

But really, a lot of this comes down to context. If you’re in a low bike crime area, the above instructions should be enough. If you’re in a high bike crime area, there are a lot more little things you should be considering, e.g. securing the saddle, waxing a ball bearing into Allen bolt heads.