I never use locks either. I had my rims stolen once(stockers off of my integra). Insurance company came, and gave me 2,800. Reason it was that much is, my car was left on the ground, not on blocks. So they included rotors, under car damage, exhaust tip, and w.e. else was touching the ground.Later, i just bought me some cheap rims, and had over 2k in my pocket to spend.

And there is not a lock that the thief will not get off. IF someone wants your rims, nothing will stop them.