You don't seem to hear of it or see cars on bricks much any more, so I don't think it's the issue it used to be.
But my current car didn't have any, so I bought a set of after-market ones on here a while ago just to try to deter the casual scrote - but I realise you can buy kits to remove them on E-bay so they won't stop anyone determined.
Still they give me a bit of peace of mind, especially as the wheels I've got now are listed as "No Longer Available".