ive heard about people just replacing the allen bolts with a less common key pattern like the star ones. that would be reasonably secure unless someone was scoping your bike for a while and went and bought the correct wrench and then waited for the right moment to strike...

are those the kryptonite skewers? i heard they rust. i have a cheapo set on the front wheel of a geared bike and they actually work great. i think they were $15 from a used sporting goods store in pdx.