I use an Axiom allen key skewer which is far from theft proof but avoids the casual snatch and grab. Similar a solid axle with nuts but again, if the thief has the tool handy off it goes. You can buy more advance skewers from PinHead or Peter White's pitlock skewers. There was a brief commentary in the thread a few pages back, particularly about the unsuitability for rear fixed wheels. Unfortunately they often seem to be sold as sets although I think you can buy individual pitlock skewers. On my porteur I just put a hoseclamp over the QR but I don't care about the paint job. Changing flats is a pain, though.

Any cable can be cut through relatively quickly so it's a delaying action rather than anything.