Can I copy my u-lock key?
Not sure what kind of key is used on your specific lock.  The only image I can find of a OnGuard key shows it to be a slotted key similar to recent automotive keys, so most locksmiths should have the equipment to duplicate it.  The only question is whether they can get the correct blank.

Locksmiths can also duplicate the barrel-style keys used on many older bike locks, if they can find the right blank.

But I see a cheap OnGuards available at Target for $19.95 (with others ranging up to $80), while the new key is likely to cost upwards of $10.  So it may be best to just buy another lock (which comes with at least two keys, sometimes four).