I always use an impact to remove my lugs and put them on. I do it like TJKJ does and just snug them with the impact then tighten them with a torque wrench. Works out pretty good.

Also, I never had any of the stock lug nut caps come off. Just didnt like the way they looked.

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LOST KJ'S
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Current Jeep: 2004 Jeep Liberty
-Atlantic Blue
-Air Ride Rear Suspension ; OME/Rustys Lift ; Powertrax Locker ; Moog Lower Ball-Joints ; 245/70/16 Yokohama Geolander A/T-S's on MOABS ; Flowmaster 50 SUV
Lost #007082
http://www.cardomain.com/id/jeepjeepster