I don't leave my bikes outside overnight, and I don't live in a high crime area, so my techniques may not work for you but...

I don't use quick release skewers, I use a tire on my commute bike that gets flats so seldom that I don't worry about it. I then use (depending on bike) a small U lock which I use in the Sheldon Brown Lock Strategy, or a frame lock with or without a chain.