Never had them, but I hear people cursing themselves at work for having them when they get stripped in the process of trying to get a wheel off.
An alternative are spline drive lug nuts. The drive splines are down low into most aluminum wheels so they can’t be gripped with Vise-Grips. They take a socket that slips over and engages the splines but has a hex nut on the outside. Use them for all the lug nuts. The spline sockets are readily available but unlikely the Punk-thief will be carrying one.
They also seem to hold up better with a chrome finish than hex-acorn style nuts.
I tried that. I told my girlfriend, “Make sure you put this where you can find it.” You can probably guess the rest of the story.
I try to have duplicate keys in the car. For the 2002 Sienna, I had the card and went out and ordered a duplicate. For the 2009 Mexican Sienna, I went into Wal-mart in Tehuacan and they had a lock kit, with 4 locking lugs and TWO identical keys. Cost around $7.50 US dollars.
When I was back in the States, I tried to find locking lug nuts that didn’t stick out so far, and had no luck. To find better choices in Mexico than in the US is not something I expected. I love Mexico and want to live here the rest of my life, but one sacrifice one makes to live here is a lot less consumer choices.
“…all lock was good for was to keep a honest person honest.” My '82 Audi Coupe was two weeks old when someone broke a window and stole the radio. I had the radio installed in the glove box, and left the space in the dash open with wires dangling out. Potential thieves thought that somebody had gotten to the radio before them. Can’t really do this in today’s designs.