I live in a pretty decent neighborhood and keep mine in the garage as well, but we've had our rash of wheels stolen from time to time.
The nicer the wheel/tire set up the more attractive it is to theifs. The true professionals will get your wheels of whether they have locks or not. The new battery operated impact guns just make it that much easier for them. Whether you use locks or not, I still recommend etching the the backside of them with your info in case they are stolen and later recovered.
It sucks to work hard for something just to have some lazy ******* steal them. Sometimes they just want the tires and the wheels are an added bonus. A decent set of tires or our rides start around $800 and go up from there.