I have a cable lock that I run through my Thudbuster suspension seat post and rear wheel. When the new ABUS lock is available in the USA I'll use both.

I bring my lights, computer, and helmet inside. There is no place safe from thieves.

Peterwhitecycles.com has special key nuts for replacing quick release levers. They are called Pitlock Skewers. They still work as quick releases but you must use a special coded lever to make a quality connection. They work on the same principal as automotive lug nuts that need special keys to be removed. The site says that even vise grips can't remove the bolts without the special keys.