WARNING: DO NOT USE OIL, GREASE, ANTI-SEIZE OR LUBRICANTS OF ANY KIND WHEN TIGHTENING LUG NUTS!
Proper torque on lug nuts is very important for three reasons. One is to keep the lug nuts from loosening up and the wheel coming loose, another is to prevent distortion of the brake rotor behind the wheel, and a third is to prevent broken studs. A torque wrench should be used for final tightening of the lug nuts, and the nuts should always be torqued to the recommended specifications.
CAUTION: Torque specifications for lug nuts are always for CLEANand DRY studs and lug nuts. That means no oil, no grease, no anti-seize and no lubricants of any kind. Any of these products will reduce the friction between the threads. This may seem like a good thing to prevent rust and frozen lug nuts, but the reduction in friction means a much higher percentage of the applied torque (up to 25% or more) will go toward loading the lug nuts. The end result may be brake rotor distortion or broken studs!
Wheel studs should be cleaned with a wire brush to remove rust and dirt BEFORE the wheels are mounted. If the lug nuts are heavily rusted or have damaged threads and won't turn easily on the studs, replace the lug nuts. The same goes for any wheel studs with damaged or badly corroded threads. And remember to mount the wheels DRY with nothing on the threads.