i've gotten a few sets of those tuner lug nuts (that you use like a big hex key with) that seem pretty nice. haven't had to take the off and on much to scratch them up much though.
i have to say though, what i don't like about them is they need that big hex key to take them off, but each set i've gotten can use the same key, so your wheels aren't locked for anyone else who has a set or can get a key. i've heard there's some kind of lock set that matches up to them but i haven't seen one.
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Phil T.
start where you are,
use what you have,
do what you can.