The lug nuts that come with the allow wheels have a sheet metal cover. This cover gets deformed by shops using impact guns and over-tightening the nuts. They become "swollen" and a 21mm socket will no longer fit. A socket has to be beat on with a hammer and then the nut won't come out of the socket...
Pep boys has replacement lug nuts for $3 each (part number 99051.1) but I also noticed a solid steel version... no sheet metal cover to swell, just a chuck of chrome plated steel. It also uses a 21mm socket and the head is ~1/4" longer, the part that fits into the wheel is the same length. I bought the few they had and they fit a socket much better. The extra length isn't noticeable when installed. Part number is 99400.1 and they were $5 each.