I have had about 4 sets of aftermarket wheels on my MR2.
 
Out of these, I never once used hub rings. Many people will say different things about needing them or not. For the cost - it doesnt hurt but I dont believe they are essential.
 
I have never had any problem of shaking through steering wheel either, I do about 40km a day on the freeway (@ 100-110km/h)

Hmm so it seems The deciding factor is whether or not it feels okay without them. So far they feel fine though. It's just I've seen people say stuff like drive without hub rings and all your wheels will come off on the highway etc. It seemed a bit over the top though :) Thanks for all the help everyone. Hopefully more pictures than just the rear quarter soon :)

Re wheels falling off:
Hub rings or not, with alloy wheels it is important to always torque the wheel nuts with a tension wrench.
 
 
 

Why are the wheel nuts so long?

They are just the standard rear lug nuts, I know it looks a bit weird but I haven't decided on what to get to replace them yet.

^yeah looks like the ones that were designed for the stock 15's. They didn't fit my old wheels.

Ok, I must have front lugnuts all round then. They look a bit sunken on rear i guess...

Yeah, my rear lug nuts are quite a bit longer than the front ones. Why did they not fit your old wheels MRTurbo?

Wheel nuts to fit the stock 15's have a washer and locate flat on the wheel face.
Many aftermarket wheels require tapered wheel nuts.
It's important to get the right ones for your aftermarket wheels, and any good tyre place could help you.

Wow those wheels look awesome. I love em. Thick 5 spokes look stunning, especially with a decent amount of dish like what you have :)