Welp, didn't go too nuts (pun intended).
Picked up a set of McGard spline drive lugs w/the locks:
[ame="http://www.amazon.com/McGard-65554CN-Chrome-SplineDrive-Installation/dp/B00200Q1OM/ref=lh_ni_t?ie=UTF8&psc=1&smid=ATVPDKIKX0DER"]McGard 65554CN Chrome SplineDrive Wheel Installation Kit (M12 x 1.25 Thread Size) - For 5 Lug Wheels : Amazon.com : Automotive[/ame]
They seem light-ish, are locking, two-piece, steel, and not horrendously expensive. And the chrome works since it takes on the color of the wheel around it. So, not too garish either. Works for me for now.
