+3 to anti-seize. I personally use longer, closed end, spline lugnuts for the wheels on our FXT.
Like these: http://cgi.ebay.com/ebaymotors/16-Black-Tuner-Spline-Drive-Lug-Nuts-Wheel-Lugs-12x1-25-/120744942267?pt=Motors_Car_Truck_Parts_Accessories&hash=item1c1cf59abb
Available in Black...