I found what appears to be an even better wheel lock design from McGard. The
McGard Ultra SL. It has a rotating collar/ring on the outside to prevent the typical hammer on a socket or counterthreaded easy out sort of attack. Unfortunately they aren't sold in the US, but I did find a seller on ebay in the UK offering them with international shipping. They look to be about $77 shipped.
Of course on the flip side of their effectiveness you'd better be really careful not to damage or lose the key since the common methods of removing wheel locks without the key won't work. Welding a nut to the front face looks like the only "easy" removal method without the key.