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I prefer gorilla guard locks...
http://www.gorilla-auto.com/gorilla.guard.locks
They have a spinning outer sleeve that prevents the wheel-lock remover tools from working. Like these:
http://amzn.com/B000OUZBNC
Those tools (which you can also get at your local Sears hardware) will remove any standard locking lugnut.
The sleeves on the gorilla guard locks prevent those tools from working... the only way to get them off is to destroy the wheel while doing so.
Replacement keys are $10 from them, so its not expensive.
And the set for our trucks are 14mm x 1.50 p/n 61641 and cost only $18 on amazon:
http://amzn.com/B002801NI8
Those are some good locks but they do not have an option on using them with cars that have hidden lug nuts (ie. wheel caps over the lugs), wish they did, I would be all over them!
My GM 20" wheels have those caps on the nuts... it doesn't bother me that one of the lug nuts don't match - thats part of the issue with locking lug nuts in general.
There's a guy who replace all 5 of his with gorilla guards... that could solve your issue of matching them...
Oh so yours still fit even with the caps ontop?
Looks like I will be getting me a set of those then if so!