Do they work well? And how do they work (locking lug nuts) Do they look like any normal lug or are they bigger?

 

all locking lugs do is :
1-slow down the time it takes for you to take off your wheels
2- slow down thieves from jacking your wheels

if somebody wants to steal your wheels they will with or without wheel locks there are easy ways around getting wheel locks off.

they are roughly the same size of a standard lugnut but they are round with a female end in them and they use a special key to get them off.

but like i said if you know what your doing you dont need a key to get them off

 

Try getting the Volk lug nuts, they are forged and they come with a lock nut that you cant obviously tell is different from the rest of the nuts.