After someone kindly nicked my standard tyre valve dust caps last week, I bought some locking ones as per the link:- http://www.ebay.co.uk/itm/320985908466?ssPageName=STRK:MEWNX:IT&_trksid=p3984.m1497.l2649 Seem much better than other lockers that I've had, and I would recommend them.
The little locking grub screw will rust/seize up on those and they'll be a pig to remove. Richbrook all the way: http://www.ebay.co.uk/itm/RICHBROOK-SPINNING-ANTI-THEFT-TYRE-WHEEL-VALVE-DUST-CAP-MERCEDES-A-C-E-S-M-CLASS/190672217355?rt=nc&_trksid=p2047675.m1851&_trkparms=aid%3D222002%26algo%3DSIC.FIT%26ao%3D1%26asc%3D286%26meid%3D8910874783444861990%26pid%3D100005%26prg%3D1048%26rk%3D1%26sd%3D261241126010%26 Available in several colours as pictured but they are cheaper from other sellers....I think I paid about £7-8 for mine.
Seeing as I check the pressures every week, they are very unlikely to get chance to seize. I also like the Volvo logo on mine, so I'm more than happy with my purchase.
Vaseline boys :) Put a blob on the grub screw and all will be well :) Also, if the caps are aluminium, a shot of the happy-slime on the thread of the valve will stop the cap seizing to the valve - I had to grind a set off once :(