Zéfal locking skewers
Zéfal were showing off these clever QR skewers at Eurobike. Inside the lever there's a locking pin, which secures the lever when the bike is standing on its wheels. Turn the bike upside down and the ever unlocks, allowing you to remove the wheels and seatpost. It's a good half-way-house between a full locking system and a normal QR - if you're bike's locked to something there's no way that a thief can make off with your wheels. We've some concerns about the UK-friendliness of the system: obviously it involves hard-to-get-at moving parts inside a part of the bike that's subjected to plenty of road spray, and if anything seizes it's going to seize in the locked position. We'd need some winter miles before we'd be prepared to say it was a four-season solution to your wheel-nicking woes, but it looks like a nice simple anti-theft bonus.