My bike got stolen a second time (in Amsterdam) - what should I do?
Buy more secure lock(s) for your bike - I have a Kryptonite New York Standard and a Kryptoflex cable that I leave in work for my commute. I also have a New York Fahgettaboudit Mini for using about town on my single speed (no quick release installed on this bike).
Utilise new/better lock from above to secure your bike in a more productive fashion. Personally I will place the u-lock through the rear wheel and seat tube like the image below




You also have to consider that thieves want a quick and easy job. If your bike is secured like the picture above with a strong lock, they'll probably just move on to an easier target unless it's a very valuable bike which you've locked in public, something I'd advise against.