Best lug-nuts...?

Had a sobering experience the other day. Before taking the Dart out for a quick spring spin, I checked/tightened my lug-nuts on all 4 tires (among other things) and took off for a 20min ride. Did a couple burnouts/drove 55-60mph down the back roads and pulled in the garage. Re-checked the lugs, just for kicks and noticed they were noticebly looser, not real loose, but definately looser so that I cinched 'em back down w/ the 4-way again. The lugs are what came on the car, and look like cheapo part's store chromies.

The scary part is I drove the better part of 2007 without checking them. I'm thinking they loosened to a point then stayed put but still!

So what brands is everyone running? Good/bad experiences? I'm going to swap them out, but would like to make an informed purchase!