The stock lugs and wheels have that cone shaped seat. Aftermarket wheels have that same cone shaped seat so you should be fine.
The TPMS sensor isn't necessary at all. It's a good indicator on when you need to pump up your tires, but you should be consistently checking your tire pressure to ensure they are properly inflated. You'll just get a light indicator on the dash that doesn't go away until you mount a wheel with the TPMS on. Losing the TPMS doesn't affect any characteristics of the car in anyway.