Just buy Honda OEM wheel locks, that's all. Next time you get your tires rotated they can slap em on, or else you can do it yourself. All it is is one wheel lock (lug nut that requires A "key"...not really a key but a metal piece that attaches onto the wrench and fits the pattern of the lock) on each wheel, they're cheap.

Why bother with 2 sets? How are they gonna get the first set off if they dont have the key?

BTW, I kept my lug nut key under my cupholder in my old 6th gen (the cupholder comes out to reveal a space where you can hide stuff). In my RSX it's simply in my glove box.