You are dealing with a lot of heart issues here. The tantrums over losing and having to stop playing, the sneaking around and not obeying rules, the stealing of the controls, etc.
This is about a lot more than video games. This is about character and what kind of man he is growing into. These are serious issues and a lock box might take care of the surface problem but won't be addressing the heart issues at all.
If it were my son, he would be completely done with the wii for at least a month. And that would include watching others play. But during that month he would be glued to my side and we would be talking about the heart issues. He would be my cooking partner, my reading partner, my "everything I'm doing you are doing no matter how much of an inconvenience that is for me" partner. I don't know if you are a practicing christian, but there are MANY bible verses that are great memory work about honesty, integrity, being a man, taking responsibility, dealing with disappointment, etc. It would be what we would work on while cooking together and setting tables together and cleaning together and doing laundry together and reading together. I would try to make the together time fun. I would try to make it a time where heart to heart talks are encouraged. But I would be COMPLETELY firm and unrelenting about the not getting to watch/use the wii for a month. I'd make a calendar and cross off the days visually for him. If he lies/sneaks/steals about the wii again, I'd lengthen his time so he sees a correlation between his behavior and the wii loss. Then my focus would be totally on the lying/sneaking/stealing.
Another thing to think about is wii playing is said to release pleasure endorphins in the brain. Most computer game playing does. Is there anything else in his life that does that? (Physical activity does it as well.) Do you play games as a family? Is he successful in other areas? Does he interact well with other children his age or does the wii playing fulfill his need for interaction? Just things to think about. Wii is fun but not very healthy, esp. if it is taking the place of a normal social life.
Good luck. This is a really important battle. Handle it with grace, humor, and love...and steel.
VickiS