Firstly you should read your insurance policy to see exactly what the insurers requirements are. Some require both hitchlock and wheel lock.
There are various types of hitchlock but go for that achieves insurance or Thatcham approval. I use an Alko hitchlock that fits very conformally around the Alko hitch stabiliser. For wheel lock there are those that fit around the wheel, those that lock the wheel to the chassis. Some wheel clamps are big and heavy better used at home or in storage. Others are lighter and more suited for touring. At home I use Alko wheel insert that is light enough for touring and about as secure as it gets. But it requires either very precise alignment to fit or jacking the caravan up to fit. I also use a Bulldog Titan on the other wheel at home. Mainly for touring I use a Milenco that is light but not as secure as the other two but theft on sites is quite a rare event.
Names to look at Alko, Milenco, Bulldog, Stronghold, Nemesis.
The Caravan and Motor home Club have a fact sheet on security devices. And their classifieds can be a good source of pre owned items.