Properly torqueing lug nuts is the primary reason I bought a torque wrench. Once I started using it I was surprised how little torque (compared with how I used to put them on) was needed to secure the lug nuts.
I had the good fortune of working with a wheel expert. He knew everything there was to know about automotive and truck wheel systems, even had a number of patents. We had lots of conversation on wheel bolts and the importance of proper torque. Lug nut torque - at least for trucks - was best accomplished after putting two drops of oil on the threads. No more, no less. Antisieze compound was okay as long as you don't overdo it. We've seen instances where there were multiple applications of antisieze compound that had dried out horribly between applications. What a mess! it's best to refresh dried antisieze with a drop of oil, not more compound.
Run, don't walk, away from shops that use an air gun for wheel bolts without following up by handtorqueing.
95 E320 Cabriolet, 131K