Formula hubs laced to deep Vs are strong, easy to find, and aren't particularly attractive to thieves.

The nicer the wheelset, the more attractive they are to thieves.

Don't worry about weight. Why? Think about this: Street clothes are heavy compared to cycling clothing. How often do we wear heavy blue jeans? Bags (back pack or messenger bag) are also heavy. Then we carry cell phones, keys, wallets, baseball caps, jackets, etc...

All of those things are SEVERAL times heavier than the difference between some Deep V type wheels and some "light" wheels. So why bother?

Remember, you have to not only move the bike up the hill...but everything on the bike. That includes you and everything on your body.