Thieving gypsy scumbags. I used to put shiny silver ones on my cars but gave up after the fourth set got pinched. I don't bother anymore, and just use the cheap-ass black ones from Halfords/Petrol Station.
I got some anodised aluminium types, cost a couple of quid, but they are hexagonal. So you can screw em' on with a 10mm socket and I'm not saying no one can still get em' off... but it makes it a little more difficult!!!