You can use wheel locks, which are special lug nuts. They require a key to remove them. You only need one lock nut for each wheel. I use Gorilla brand on my jeep and truck. You can buy a 5 piece set for the jeep, or order an extra nut that will fit the same key for like $5. Another alternative is just to chain it on your spare tire carrier, but someone could still cut it, if they wanted your spare.
94 YJ, 4.0L, 35" BFG MT, 3" suspension, 3" body,