I use some cheap Madison allen skewers, they have a pin in the middle of the bolt, supplied with an allen key with a hole in the middle. Again, I don't live in a high theft area but never had an issue, even when my bike has been locked up in Mcr city centre.
Thanks, will look into them.
@tallsam she doesn't want to carry two locks or a cable + d-lock. The wheel that got stolen had an allen key skewer...