Pitlock Set 02 Anti Theft Wheels & Seat Post Skewers - Silver

I recommend this product

These anti-theft skewers are expensive but well made and relatively easy to fit.
If you loose the special key for the nut, you can order a new one from pitclock.
It's not that complicated to remove the wheel if you have the proper tool (I use a spanner, but you can also fit an allen key in the holes of the nut key).
I haven't used the post lock yet but it's less efficient as thieves can always unscrew the saddle from the post...

I recommend this product

These are the best solution I could find after hours of searching the web. These locks enable you to leave your bike with peace of mind knowing your seatpost and wheels will still be there when you get back! All 3 locks were fitted with ease reusing the springs from both front and back wheel quick releases and the seat post lock fitted straight onto the seatpost collar that was already on my bike.