I have used the Gorilla nuts for many years, wax them before installing. I dont swap my wheels like people with multiple sets do though. The Gorilla "style" nuts are the safest way to go, and have a close original look, and no cover to come off. We stocked a bin of aftermarket long thin , no buldge type of lug nuts at the delership just for the same reason Steve mentioned about the stainless cap comming off. They didnt look good on Honeys but its what worked on many type of wheels, and solid nut.
The Gorilla "Acorn Buldge" style Lug nut ARE available in "Stainless" steel now, gotta search a bit but they can be found. they are 2-3X the cost of the triple chrome plated Gorilla Steel nuts.
here is link to some,
http://www.ebay.com/itm/20-GORILLA-S...5fffa3&vxp=mtr