How to equip a bike to avoid parts being stolen
There are various proprietary brands of security hardware such as pinhead and pitlock.  I use the former on both my bikes, for the wheels (QR and nutted), headset, saddle and seat post. Pinhead fittings at least are stocked both side of the Atlantic (I suggest with either that you buy a spare key at the same time).

The bike I keep outside has further features: wherever possible, accessories (such as the bottle cage and pannier rack, even the bracket for a removable light) are attached using anti-tamper torx screws (picture is of the tool). The tool is readily available if uncommon, so it is mainly a deterrent against casual thieves but so far so good. I had a whole front light attached this way and half the light was taken/vandalised shop that may give you an idea of the limits to this approach. 

You need a good locking strategy. I use a D-lock through the back wheel, both chain stays and a bike rack, work a separate cable lock through the front wheel, front triangle, helmet and rack. This means both wheels are protected by locks not just security fasteners. 

Consider not always locking the bike on the same place. I have a choice of racks outside the station overnight, but lock it inside the station for weekends or longer (it takes long enough getting it out of the station that it would be quicker to walk than do it every day). 

I use a cheap bike for this, which is a further deterrent. We have questions here about how to make bikes (and by extension their components) unattractive to thieves. 

I have failed to find lights etc. designed for secure mounting, instead the manufacturers have gone the opposite way and made them easy to remove.  I've had some success modifying clip-on lights to fit with screws (e.g. glue the 2 parts of the clip together)