Did you have lugnut locks on it? Just curious...that may have helped prevent this but there are ways around them too.
Actually turns out I didn't have the locking lugnuts. I thought they came standard and that I had the special key with my spare, but they're actually all just normal lugs. So maybe that would have helped. I've ordered new ones for the new wheels. I also did not purchase OEM wheels, maybe off-brand wheels will be less desirable of a target. This happening once doesn't grind my gears too badly, but if I go through the hassle of getting new wheels and tires and then they are stolen again in two weeks that's really gonna piss me off.