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I never found a set that would protect the nuts but finally pulled the trigger on one that would protect the wheels with a plastic sleeve around the sockets exterior. I don't know that plastic on the inside of the socket (protecting the lug nuts) would stand up to the hammering an impact wrench would dish out over and over again as it's used to remove and replace the cars lug nuts.
You may need a really long breaker bar, however. Depends on how strong you are and who tightened the wheels.
They should only be tightened to 100 ftlbs. I use a regular 1/2' ratchet to to loosen and a torque wrench to tighten. No marks on any of the lug nuts after having the wheels off many times.
Another option is to get a set of Gorilla twenty locks. It replaces every lug with a lock and the key engages very deep on the inside. Nothing touches the part of the nut that you see so it won't scratch.
Designer Imagines A Corvette That Looks More Like a Corvette Than the Corvette
Slideshow: A Jaguar designer's personal project imagines what a modern front-engined Corvette might look like if Chevrolet revisited the golden age of the Stingray.