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, 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, Advan TC3 18x9.5 & 18x10.5 - Hankook RS3 (Track), HRE R40 - 18x10 & 18x11 - Michelin PSS (Street)