Wheel locks = hassle. They end up hindering the owner of the car more than thieves. Ask any tire shop, people lose their keys all of the time. Maybe I'm a little sheltered, but I have only seen one car on blocks (with it's wheels stolen) in my entire life. The risk just isn't high enough to justify locks IMO.
'13 SSII M3 Coupe - KW Clubsport 3-way (Eibach Front Spring Conversion), Akrapovic Evolution, ESS Tune, StopTech Trophy, IND Euro Front Bumper and Gloss Black Mirror Covers, TMS Studs/Lugs, BMW Performance Carbon Fiber Spoiler/Interior Trim/Center Console, BMW Edition Grills/Gills, BMWPedals Extended DCT Paddles, Mode Carbon GT4 Splitter, Advan TC3 (18x9.5/10.5), BBS E05 (18x10/11), G-Force Rivals (275/35/18, 295/35/18)