you could only remove the wheel at night, or longer lengths. they should loosen up with use. perhaps a little lubricant might help (but don't quote me on that!)

also, move the bike around. Never lock it up in the same place every night. Jump from side to side. A bike that is noticably moving means that the owner might come out and take it for a ride, and the thieves stand a higher chance of getting caught. However, if a bike looks like it never moves, it may start losing a couple parts, then another.... etc...