A while ago there were some sets of stainless steel nuts being sold, but I don't know if they are still available. You may not want to spend that kind of money anyway. The cola idea sounds a good cheap alternative!
Use a little copper grease on the stud threads to prevent the nuts seizing. Don't put extra washers behind the nuts. Remember the standard alloy wheels are hubcentric - this means that the hub which protrudes from your car mates with the equivalent sized hole at the back of your wheel, the hub is also load bearing. All that the studs or bolts do is hold the wheel onto the hub. I always just tighten the bolts by hand before using a torque wrench for the final turns, like FI Spyder suggests. If you do this then you should not have a problem getting them off again.
Tony
<font size="1">1981 2L FHC Cavalry Blue
1980 3.5L V8 DHC Jaguar Regency Red - sadly sold!</font id="size1">