In my opinion wheel locks are almost meaningless:
you have one 'personal' nut on each wheel, which you can't (un~)screw with conventional tool, and a key. You can't use any wrench or head since it's just 'plain cylinder', but it has some 'picture' inside matching to the key that you'll need to put on(in) in order to unscrew.
The only thing with it, IMHO, is that it's good against "amateur thieves', professionals can easily unscrew them. Because of that there is no reason to overpay for them and if you still want - get them from Tim. In my case dealer wanted $90 for them. I got locks 'by default' but refused to pay for them(since they never asked if I'd like to have them) and finally got for free(not counting my personal time spent on arguing).
It takes a special matching tool to remove the locks. The lock nuts replace one lug nut per wheel. I agree that they won't stop a professional, but they'll sure slow down the amateurs and -- hopefully -- make them look elsewhere! I haven't bothered with them since I put my first set of Michelins on a '71 Toyota Corona.
The wheel locks are special designed lug nuts, one per wheel. These are anti-theft deterant to protect your wheels from being stolen by theives. It requieres a special tool to remove these wheel locks. This tool comes with your wheel locks kit if you purchase them at your dealer or at any wheels and rims stores.
Good luck on your purchase.
Back when our @#$%! Blazer was less than a month old, we had parked it at night in a back parking lot at an inner city high school (in Des Moines!!!) while conducting a seminar inside the bulding, and some kind people had discovered a bunch of teens unscrewing the last of our lug nuts-- they had already removed ALL the nuts on the other three wheels. The people had caught the kids red-handed and they ran off, but we ended up having to tow the Blazer on a flatbed to a dealer because all but one of the lug nuts were gone. Probably in one of the kids' pockets. They were obviously going to yank the tires after they got all the nuts off. Had we tried to drive the vehicle, it would NOT have been a good thing, needless to say! We did have the dealer install wheel locks the next day, just to protect those big Michelins. Granted, a pro could have gotten around the locks, but as others have mentioned, it's another deterrent, as so many kinds of locks are.