Just found these in another thread. They look pretty good. I own a pair of locking skewers, but they work with a special tool only. They are not heavy either. However I don't use them, because if I lose the one tool, I have a big problem. This is why I think the combination locks are so nice. You can write down the combination, or put it in your cell phone under the name "lock". Or whatever you like. I did this for a relative.

http://www.sphyke.com/how-it-works/