When I first bought me TJ, i didn't bother to notice that the original owner had wheel locks on, and didn't bother to leave the socket in the glove box. Needless to say in the middle of no where the tire decides to go. I spent more time looking to see if the socket was left, than it took me to properly fit the tire rod onto the lug with the help of a large rock.
IMO they will only stop stupid lazy thieves, not the ones that know what they are doing.