Sorry pipcart but this isn't going to be an easy one to answer.  By their very nature locks are designed to be secure first and easy to handle second.  I suppose the designers logic runs along the lines of if it's hard to get on then it's hard to get off - if you see what I mean. 
Locks do tend to 'free up' with use and familiarity so the fact you have trouble getting it to work on day one isn't a guarantee it's going to be like that for the rest of it's life.
As far as choosing a lock I'd go to 
Abus and see what they have.  I'd be looking at something with a silver or gold rating. Additionally, a lot of people recommend having two locks, one 'U' type and one cable or chain.  
Not having a lock  does stop me having stops on a ride. But without a bike (ie stolen) I wouldn't be getting a ride at all  [

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