I've run into this before, and it's pretty much due to letting someone else work on the car. I've found lug nuts from someone elses car on mine. (Why does one look different than all the others? It's even a different size nut! Hmmm...)

I have a light coating of anti-seize on them - I put it on once, and it stays around so I rarely need to touch it again. It helps, especially as now I know that the nut will spin quite freely until it's snug against the wheel. So I can put the nuts on finger-tight until they're all seated, and THEN get the wrench.

With a nice lubricated thread, I get more consistent results with the torque wrench, too. I always tighten in 3 steps - ~30# to snug it up, ~55# to #60# for the middle step, and ~85# to 90# for the final. Probably more anal than needed, but they never give me any problems. (Except when I let someone else touch the car.)

Roger
'95 854T 227k miles
'87 245 M47 285k miles