It seems to me that the key here is "just enough grease to keep away
corrosion, and not so much grease to float the nuts off the threads". I
generally put a little yellow anti-oxidation grease on and with the threads
with a rag to coat it and remove the excess.
John
'90 Vanagon "Geldsauger"

>Yeh, I agree with Eric, I was greasing ball joints on my wife's toyota the
>other day and nearly got hernia trying to get the lug nuts off. They had
>never been greased. I usually put a small bit of white grease on the threads
>to prevent this and then tighten em down really good. Never had a problem
>with loose wheels.
>Steve