at least they didn't take the entire car. I had a 240-Z stolen right out of my driveway only to be found two weeks later sitting on the ground (not even the courtesy of putting it on blocks). The car was pretty messed up when we got it back.
And from the looks of things, you may already have a lead on replacement wheels too. If you really want to make it difficult for them next time, get a couple sets of lug locks (with different key designs) so there's more effort required to get the wheels off.