The McGard ones are nicer than most because they are two piece with a rotating seat, which means they won't be grinding against the lug seat on the rim as you tighten them. The really expensive Project Kics ones are the same. The Work RS ones aren't bad, Greddy makes some as well but they are aluminum so you have to be careful with them.
http://www.greddy.com/products/acces...cing-lug-nuts/