I've tried Pinhead skewers/pitlocks to secure my wheels and seat post collar but find the cost shipping from Pinhead to be extremely prohibitive to getting a complete matched set for all my bikes. As a result I've mixed and matched the Pinhead locks with the more expensive components, applied less expensive secure skewers and such amongst the bikes and anything else gets a complementary cable run through to my U-lock.

One last thing I do to make my bikes less desirable to thieves: quick release pedals. A bike with no pedals to pedal is sure to discourage the casual thief. Probably not so much the professional thief with a pick-up or van full of tools and stolen bikes. I hate that guy. He's such an a$$hole.