ekam,
I bought the set of 20 from eBay. Until that point I was using the OE security lug bolts just because they came with the car. I had read some instances of the OE security "key" breaking at the most inopportune moments so I was planning on getting rid of them anyway. Yes my wheels/tires are more at risk when left out in public but it is a calculated risk I'm willing to take at this point.
If there is a SS locking lug with a high quality key I may be interested as well.
Best of luck.
ddb