there are also pit-lock skewers to consider.
To really make pit-lock style skewers tamper proof, it's best to have a hub that uses a 6mm allen key to open up, or cover the flats on the lock nut cones.
I'm just curious what a thief would do with the lock nuts in your hubs? Are you fearing that after attempting to steal your wheels, the thief will get frustrated, and tighten down the lock nuts, freezing the hub in place?