I sell car alarms...Both simple and comprehensive. Just get something simple for what you're referring to...A simple 2-wire hookup with adjustable shock sensing and set it as low as you can. Cheap 2-wire sets take 5 minutes to install and are great for just that as long as you have the shock sensor set as far back as possible. Just make sure you get one that makes a hellacious lot of noise.
This. Those wheel locks you linked to are too common. I'm not a mechanic or anything, just a guy who likes cars, and I have the socket to get those off (so obviously someone who is out stealing rims and tires can too).
But most car alarms will go off when the car is disturbed, and this will lower your insurance rate , and protect other valuables in the car.