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I normally don't but my tools from Harbor Freight but I just picked these up on the cheap. I noticed when I got the Z that I would have to use a standard socket to remove/tighten the lug nuts on those shiny new wheels. I already had a 1/2 drive tourque wrench so I just got the 3pc set but if you work on many other cars than your own the 7pc isn't that much more.
if you have to use the regular sockets then you can always wrap electric tape around it from scratching the rim.
but you have anodized or coated lugs like the Nismo or the Work lugs, then you may want these nylon insert bits to torque them on without scratching off the anodized color
An old trick is to line the socket with electrical tape. depending on how much you use the socket, or how tight you torque the bolt down, this should hold up for a while. Again, this is just a cheap and on the fly fix...