Taken from a post I made last year:
I decided to go with the Gorilla lugs and matching wheel locks. I didn't like the look of McGard's locks... doesn't match the rest of the lugs.
Also, the local Discount Tire was a retailer. The Gorilla acorn lugs were part #41188HT. These are the 3/4" Hex Head 1/2" Bulge Acorn nuts. They are only SLIGHTLY longer than stock nuts (about 1/8", but are still recessed [ie, they don't stick out past wheel]). The stock nuts were a joke... comprised of a 17mm nut covered by a 19mm shell.
The matching locks were roughly the same size, and are part #71481N.
I was able to get the whole set for $45 + tax, and they installed them for free (torque wrench, of course). A worthwhile investment to prevent our wheels from falling off, in my opinion.