First of all your chains weren't good if you had your bike stolen twice. Second, if putting your bike indoors is such a bind, perhaps you should take the bus. Seriously, how difficult would it be to pick up your bike and walk out the door with it? It wont be anymore involved than unchaining it every day.
A sensor is no good as a determined thief wont be put off by it. That's assuming it doesn't go off every night due to the neighbours cat coming in for it's evening widdle on your bike. It will only take a few false alarms for you to turn it off. You could try a floodlight, but again, it wont put off a determined ***** - they'll just be able to see what they're doing.
If you use your bike a lot and you have spent a decent amount of money on it, put it indoors. Otherwise you are just throwing your money away.