Sounds like you have crap lugs.

I have Gorilla lugs holding my 18" RS5's on.
Make sure when you put you wheels onb that the hub face it TOTALLY clean and free of rust buildup or anything that would make the surface unsmooth. If it isn't flat that could cause the wheel not to butt up flush when you tighten the lugs and then with the cornering and such, could cause the wheel to move and lose the preload on the lugs, causing them to loosen.

I have mine torqued to 80 ft-lbs and they're fine. Overtightening them cand warp you rotors too!

I would definitely look into replacing the nuts and see if that helps, as well as what I suggested.
In any case, I doubt it's the wheels.