Wheel Locks
With each wheel and tire costing over $600, I decided a set of $20 wheel locks would be a good investment!
You just replace a lug nut with a lug nut with a unique grooved "key" that you have a corresponding "chuck" for. The drawback is these can strip if the lug becomes frozen to the stud. This happened to me on my TJ and I had to weld a bar to the top of the key to twist if off. If this happened on the trail, it could be a disaster. But, I don't want to replace $3000 worth of wheels and tires.
The wheel locks I chose are McGard 24538 Locks. They come in a set of 5 so you can lock your spare. They were $20 from Summit Racing with $6 shipping.