You might as well buy some tools. Opens up option to using bunch of cool cogs, hubs, or wheelsets. I use "Shimano TL-SR22 1/8'' Chain Whip". It is a little costly but it does cogs and lock rings in one package. I am pretty sure it isn't a Shimano thing. You can get cheaper one I recon.

I am pretty sure you won't look cool if your cog fall off on the road.