I'm not sure I bother with locking wheel nuts - my "key" socket shattered when undoing a very tight nut. Luckily I was removing my winter steel wheels so was able to angle-grind flats onto it. But that wouldn't be possible with the alloys as the nuts are recessed deep in the wheels.
My alloys are a bit rough though, no one's going to nick them.
From memory the Honda price for a set of 4 locking nuts and socket was about £45 and I think that included the VAT.