Don't buy the cheap ones you get at most auto parts stores. If they strip they are no fun to try to get off. Check out Gorilla lugs http://www.gorilla-auto.com/
You can get most of their products through Summit at reasonable prices. Make sure to get the locking ones that have the socket that completely encompasses the lug itself.
Gp's right, buy the best locking lugs you can and get an extra key to go with it. Nothing's worse than having a flat and not being able to get your own lugs off.