Affraid I have personal experience of what does and doesn't work having in the past had wheels stolen and also subsequently had a failed attempt. The new BMW locks as pictured in that other thread are much better than they have been in the past which I can vouch don't work! The new BMW one's are very similar to the McGuard Ultra which are one of the best one's.

End of the day they will always get past them if they really want the wheels. It's worth getting more than one set on if you want to slow them up/disourage the thief. That way they may go elsewhere.