A decent set of locking nuts will deter most opportunist thieves, as they just dont have the equipment or time to take them off.
They can be removed by hammering a slightly larger socket over the nut making a tight fit, then undone in the normal way. However they need extra tools to do this, a secluded area- as it takes time and banging the socket on x4 will make noise. If you have a decent alarm with shock sensing on it, then banging sockets onto your wheel nuts will prob set it off, but if youve parked it in a secluded area no one will hear/care.
Also ive heard of scallies welding conventional nuts onto the locking nuts, then undoing them as normal.
Another option is for them to steal the car just for the alloys, so make sure you have a decent alarm/immobiliser and steering wheel lock. Ive heard the factory immobiliser fitted by fiats is quite good, but a good alarm with shock sensing is a must if you have alloys.
One final point, all of these security measures are useless if you leave your car keys in a visible place in your house, such as on a worktop,or hung up near your front door. This is a bad idea as scallies have started breaking into houses just to get the car keys and then driving off with your car.
One ingenious scally around my area was stealing cars by getting hold of the car keys using a fishing rod through the letter box! He got busted when he was caught around midnight in someones garden with a rod.
Another good idea is to buy 2 sets of locking nuts if you have expensive alloys, it then takes them twice as long to get them off.
It doesnt take them long to get them off anyway as they usually work in teams of two or four, but its worth a try.
Hope this info is of some help.
Tony