I bit thick, but if you're trying to run a security chain through a 959 and you're not bolting it through a ground anchor - where would you route it?
If I can't use a ground anchor, I just put chains through both wheels to make it as awkward as possible to move (drag). (I'm confused though, because I'd still be doing the same with an anchor.... where else can you put a chain through the bike?!)
On other bikes I've been able to loop though mudguards, wheels, forks, seat or something. Not thought of connecting both wheels, so I am thick
Just as short a chain as possible to make it difficult to have a go at it. As others have said, chains can be defeated by a serious theif. It is better by far to not advertise where it is (washing or working on or parking it outside of where you keep it, for people to see). If if is for insurance, I found that adding a chain/anchor (no matter how good) didn't change my quote anyway.