If your worried about them driving it away at night make a kill switch, if your worried about them taking it why you are at work or the store they are probably using a tow truck. I've heard of some Toyota thieves around me that will hook a chain to your truck pull it on to a flat bed trailer and if you have an alarm they will bust a window pop the hood and have that disconnected while driving down the road.
Moral of the story, if they want it bad enough they will get it with or without a removable wheel. Or do a my buddy does with his yotas one has a big ass chain wrapped around the axle and locked to a poll in the ground and his other yota is locked behind his garage door with motion sensors inside.