Best lug-nuts...?

I work at a big tire distributor so I will try to help you! What kind of rims are you running, stock, mags, or aftermarket? Steel or aluminum? Maybe you didn't tighten the lugs enough, or overtightned them, you should have a tourqe wrench (aluminum rims need constant re-tightning). Also check and see if the nuts have bad threads, also check your wheel studs. Also check the drum/disc surface, any rust or crud? I try to stay away from the "elcheapo" lug nuts, McGuard make some very good ones, also if you are using a stock rim, get some stock lug nuts, they always work good too. Take a wheel off and take a loose lug nut and set it in the lug hole, does the beveled surface of the lug rest in the rim tight? If not you need to get the correct lugs.