I would agree that for any base model stock wheels, the risk of theft is pretty low. For something like a Special Edition factory wheel, maybe the risk is higher but would depend on what area of the country you live in. Theft rates vary. I expect if you live in a big city the risk of wheel theft is higher. I've had wheel locks on my cars, and I think it's like the old saying goes, it only keeps the honest thieves from stealing. There are very easy ways of removing wheel locks if you know how, and someone who knows anything about removing wheel locks without the key, will only be slowed down slightly when it comes to stealing wheels.
I've had wheel lock on my cars, for me it was a bigger headache because you had to remember to bring the lug nut key with you anytime you had any work done to your car that involved removing the wheels. That is if, like most people, you didn't keep the wheel lock in the glove box (BTW, thieves know the key is usually in the car). I ended up taking the wheel locks off and selling them on eBay for like $20, they were of no real use to me.