I don't think locking lugnuts are going to stop a determined thief. Here where I live, they will just pull up with a towtruck and haul off what they want. It's in a chop shop 20 minutes later, and that's the end of it.
If the tire store has a special tool to remove the wheel, then a car thief has one also. But why take the wheels when you can have the entire enchilada? In a fraction of the time? Here they'll just take the entire vehicle, or if its broken down by the side of the road, everything but the paint.
Lg