I have the XENA disk lock, and got it Direct Line Parts. Mine is yellow, but they say they only have Red now

It has an alarm on it, which might not seem too loud, but it would remind you that you left the lock on at least....

and hopefully before you try to get too far.
Here is the one I have.....
http://www.directlineparts.com/product.asp?pid=566&str=11To be quite honest, I don't use it all that often, only when I am on a trip and parking it out over night at a hotel. Bit it is compact enough to keep on the bike at all times.
Here is a link to a few different ones at DLP....
http://www.directlineparts.com/byProduct.asp?prd=Security&str=11