What's a good second lock option for around the frame and wheel?
You have some options:

1) Ulock the frame and use a cable like the kryptoflex 
http://www.kryptonitelock.com/products/ProductDetail.aspx?cid=1001&amp;scid=1001&amp;pid=1124

2) Ulock the frame and use security skewers like pitlocks or hublox
http://www.pitlock.com/
http://www.deltacycle.com/Hublox-Security-Skewers

3) Buy another ulock and double lock your bike

4) Go european and get a ring lock for one of the wheels and secure the other with the ulock. I'm not sure if you can mount a ring lock on the front, so you would probably need to secure the front with the ulock.
https://www.amsterdambikesusa.com/products-page/locks/axa-defender-rl-black/

I tend to prefer to use set of good security skewers with a ulock mostly for the convenience of carrying less stuff. Allen key skewers are also available but don't provide as much protection as specially keyed skewers like pitlocks.