I dont lock my bike up properly either....I have a rear sugino carbon disc that is never locked, and a front all-NJS wheel that is never locked to the frame. I also have brooks/nitto jaguar that someone could take with a allenkey, plus the rest.
I just dont care enough to worry about this all the time. I only lock my bike in nice steezy areas that are lit up though, and in Japan. People pinch bikes here too though, including my beautiful 'black standard' tombo/mama with 650Y pegs! I loved that girl.
If the frame is still there, I can shed a tear and start shopping around for some nice new wheels. I am running out of reasons to buy more stuff.