I know there are aftermarket ones out there. Anyone run em?

I personally hate the stock ones with the lovely tin casing. The tuners have light weight and different ones so there have to be ones for us.

 

Yes I have some on my 01 and my 05 because I had to cut a stud off of the 01 so I just did both. My tire guy got them at NAPA, stainless steel and they do look good. The bad news is they were almost $3.00 each for the 05 but if it saves me having to cut a stud off and replace it they paid for theselves.

 

Just beware about aftermarket fancy lug nuts and make sure they are snug on the stud just before tightening and that they don't wobble. Cheapo companies have cheapo tools that cut the threads and they aren't tight over factory studs. This will cause stripping of the stud and/or possible wheel falling off.
I went through 3 sets of aftermarket nuts for my mustang before buying Genuine Ford Racing nuts that were super tight fit.

Also, aftermarket studs are Chrome plated and generally rust. Get either stainless cased nuts or stainless stell one's(if they even make them?)