I think the key here is not letting some unknown garage touch the lugs in the first place. As Tom mentions earlier, only he touches his... lugs. I'd have to agree... a bunch of mine fell off after I let the garage put on my new rubber. It took a 6' bar to get my lugs off as a result. If you torque to the right spec they'd probably last longer.
I just bough generic ones from the autoparts store, $0.70 a pop... chrome plated (no caps). Even if they do rust it won't be expensive to swap again so I'm good with that.