Here's what we have.

http://www.amazon.com/Pinhead-Bicycl...7562226&sr=1-2

You can also get them at REI.

These are branded as Pitlocks and, while not having used this brand, they look pretty good and probably better:
http://www.urbanbiketech.com/

I might be inclined to get these instead since the machining looks so nice.

Either way, they both make it pretty hard to steal a wheel or a seat. Downside is you have to carry the key with you to change a flat.

J.