The problem with securing through wheels or behind shocks (IMHO) is that both can easily be removed, either allowing the shock to release the chain or leaving the wheel chained to the anchor, whilst a hefty band of SOBs carry off your ride and bundle it into the back of a van.
I too use an Almax and an anchor and I carefully feed it through the front of the frame at the base of the downtubes.
A bit of a ball ache... yep!!!
But then, I like to make life as hard as possible for the theiving b#####ds!!!!
