I do a similar thing Stuart, I try to lock the bike in such a way that a thief needs to move the bike to gain access to the lock, hopefully triggering the movement alarm in the process.
I don't think any number of locks and alarms are OTT, almost every day I hear first hand accounts of break-ins and thefts, fortunately most involve commercial premises and not bicycles but they serve as a constant reminder that we should always be on guard.
As for what type of locks are most secure in combination I'm not really sure. I use a D lock and chain lock but that's purely because I bought the D lock for an earlier bike, at the time believing it to be the most secure type, and then got the HD chain with the Torq. They're probably a good combination as they would need different tools to cut, although maybe 2 different pens would defeat them, say a Bic and a Biro.
I did have the idea, inspired by the Axa lock, of putting a large chain shackle round one of the rims to make the bike unusable, the large screw would need to be replaced by something more secure such as an allen socket head screw, it being unlikely that a thief would be carrying large allen keys. Not infallible, but if enough obstacles are in the way hopefully thieves will move on to easier pickings.