I use the halo chrmo hex head ones, and have no complaints. They have a tab on the non hex side that goes in your dropout slot so it doesn't spin when tightening.
As already mentioned, they will not stop the pro/determined thief. If they really want it they will get it. I do think it deters the oppurtunist thieves though. For $12 it's not a costly security option. Unless you want ti, but the chrmo ones are about the same weight as ti QR's for less $.
As I don't lock my bike up in the same place for long periods of time(bring it inside at work) I feel they give me a reasonable security net for the cost.
Then again, my mavics are older than most bike thieves so I don't worry too much.