You get 4 "wheel locks" in a package. You replace ONE of the original lug nuts on each wheel with one of the wheel lock nuts. Each of the wheel lock nuts is "keyed" with a funky design that only your "key" lug nut can use to untighten it. When you want to unscrew your wheel nut, you slip your "key" lug nut onto your wheel lock nut and then you place your lug wrench over the "key" lug nut.
Several years ago I had wheel - locks on a pickup truck with nice chrome rims .... unfortunately, a service station buggered up one of the locking lugs and it could not be removed .... So the tire was to remain there permanently! I used a large set of channel lock pliers to remove it ... piece-a-cake..... no challenge at all. No, I don't buy wheel - locks anymore.
I have bought two new Hondas in the last three years, including the Pilot. Both had alloys and both came with locks free, from two different dealers. Apparently here in CT the dealers feel it is worth it to protect their inventory on their lots and put them on when the trucks are unloaded. Perhaps they are not fool-proof but they certainly will slow someone down if they try to rip off the wheels. I would get them even if I had to buy them.
If I were you I'd get them. They are a deterrent, even though they are not full-proof from theft. I had them on my last SUV and currently on our '02 Accord, and they seem to help sidetrack any "wanna-be" criminals. Heck, we even had them on an old '93 Sentra once! Never had a problem with theft -- call it luck or God's blessings if you'd like!
Now, with my Pilot and all the flashing lights (due to the auto-security and stereo-security systems), why would they bother?
Some dealers automatically install them on their inventory. My dealer gave them to me; I didn't ask for them and they were not on my Pilot when I bought it (bought it the same day it arrived in Mid June , the dealer also etched all the windows(N/C )which my insurance co liked)... I think that, like anything else, it's very subjective. Some folks live in areas where wheels and tires have never been stolen and they don't routinely travel out of their area.
We hike and fish and the Pilot may be left alone in the woods for 12 hours at a time; alot can happen then. As Jolly Roger has already stated it really only takes channel lock pliers to remove them so if someone really wants them they will be gone. But it does help keep the youthful local vandal from deciding to remove them for the pure joy of causing damage.