OP: Sorry that happened to you. I know what it feels like, although every time someone stole something from my car, it was in my own driveway (in the lower 48). I was so mad, I almost got drawn on for scaring the cop--spontaneously punching the side of your pickup while the officer is looking in the cab isn't a good idea, even if it is a safe outlet for your frustration--I scared the crap out of the guy!).
Be smart. Wheels aren't worth dying for. Justice will be served, in due time.
Wheel locks aren'tt really going to slow someone down if they have the right tools (about $100 bucks from NAPA). Doesn't matter what kind of lock it is, you just hammer it on over the lock, and back it out. Putting multiple different types on the same wheel is only going to annoy you and anyone at the tire shop. The thieves aren't using the keys to the locks, they're using a universal removal tool.
If you're a dishonest thief, you don't even have to buy the set, you can steal it from any tire shop.
I threw my locks away. If a thief wants my wheels, he's gonna take them. The harder I make it for him to take them, the greater the chance he's gonna screw up my car in the process.
Plus, not too many people dumb enough to do that up here. Everybody knows everybody, you're sure to get caught, and pretty much all the honest folks pack up here, so you can bank on getting introduced to the discharge end of a .44.