A U-lock? Seriously? I don't mean to be cynical Nivek, but isn't that a bit overkill? I'm actually honestly interested if any one on here uses one of these. I have one for my bike and it weighs close to 10 lbs.
I've always used a simple retractable lock (fits right in my pocket). They're light and easy to pop on and off. Yes, the cable is a little flimsy but its kept away most of the Boston/NY doucheheads that migrate to the mountains I ride...
Just my $0.02.
Nivek isn't to far off the mark. There are new snowboard racks that have deep rails with a hole at the end for a lock. You buy a small lock from the on mountain Pro store to lock the board onto the rack.
If you are going to a resort that does not have the new secure racks, Kryptonite has a coil lock called "Ball and Chain."
BTW, forget the retractable locks. The cable is so thin, you can easily cut it with a pair of tin shears.