Here in the East it really helps to use antiseize if you run the van in the winter months.
I use it sparingly on the lugs and use a drop of BLUE loctite on the threads after wiping excess antiseize off.
Properly torque all the nuts.
I have not had any issue doing this and I check the torques often.
Napa sell a Permatex spray anti seize that is good to hi temps.
This is what I use now, way easier, just a spritz and go.

item# 81464
http://tinyurl.com/anti-seize-spray

dylan

________________________________
From: eric luebbers <a91syncro@YAHOO.COM>
To: vanagon@GERRY.VANAGON.COM
Sent: Sunday, September 27, 2009 11:50:28 AM
Subject: anti-seize

Quik question can�I or should I use anti-seize on lug nuts? 
�
Eric