Not to pile on, but properly locking your bike will (almost) ensure that it is not stolen. It's a sucky lesson to learn the hard way, but hopefully you will now take steps to prevent any future reoccurrence.

When locking a bike for a period of time out on a street in NYC or JC, you should use one of those Kryptonite New York series chains (not a U-lock!) to secure the frame to a fixed object (a post, or solid bike rack) and ensure both wheels are also secured by the chain, or use a u-lock to the secure the wheels to the frame. Leaving the bike in a high traffic area does not afford you any extra security. If anything, it makes it more susceptible, as people are just passing through not paying much attention to anything. You can get a Kryptonite chain at Grove Street Bikes, or via Amazon.

Stealing bikes in plain sight in NYC: https://www.youtube.com/watch?v=UGttmR2DTY8

Yes, lock it
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I couldn't find any similar topics regarding bicycle theft (aside from the 'rampant bike thievery in JSQ' thread), so apologies in advance.
I'm not sure what will come of this but right now I just want to rant.
Yesterday my bike was stolen from outside COSI in the Newport area. I was surprised because it's a pretty high traffic area, and yet still it was stolen.
I'm kind of coming to terms with it since it wasn't expensive, but aside from checking craigslist is there anything else I can do?