Allen key skewer sets are obviously less theft resistant than security skewers, but they're still a huge improvement over qr's and they're quite cheap. I have them on all my bikes. You still have to lock your wheels in sketchy areas but they really reduce the possiblility of opportunistic theft and people ****ing with your bike.

You can convert a qr hub to bolt on but it requires replacing the axle and it isn't worth the added security because an allen key skewer conversion is much easier and has the same effect.