The corrolary to the "never leave your bike unlocked." Yes, the New York Lock is virtually uncuttable (although even that is open to debate). This is all moot, however, if you use it to lock your bike to a railing or a tree - or even worse, a signpost or parking meter where it can simply be lifted up and over. It doesn't matter if the lock is still unbroken if the bike is gone.
Don't lock your bike to something that's easier to cut than your lock.