Same here, looking to get some but not wanting to pay the dealership $150 to do it. 
I've seen sets of spline drive lug nuts that are cheap but can't be undone with a regular lug wrench. They come in sets of 20 so you don't have mixed nuts.
The splines might not seem like real security but neither are the other types, if someone wants your wheels badly enough there are tricks that can defeat wheel locks for about $5/car.
If you have fancy wheels and park where they could get stolen, get some cheaper wheels or think about finding somewhere safer to park.
WOW! that is really brilliant stuff on so many levels....I'll start looking for a better place to live...you have truly been a font of wisdom on this thread and a few others, and all of it delivered without a shred of arrogance :thumbsup:As far as finding a better place to park, if you live in a place where your rims are likely to be stolen by a pro, you probably spent too much on rims and not enough on your housing...