Shortly after I picked up my C6 I swapped out the stock lugs for a set of McGard's locking lug nuts in their black finish. They look great on my competition gray rims. They are all over the internet for various prices.
I have Pro Comp USA "Black Spline" lug nuts on all our company 8-Lug trucks. The plus side of them is that they are actually made in the USA.
The spline lugs are a new twist on security versus the keyed Gorilla or McGard nuts.
-HERE'S- the black version of what I run with both my CCW and iForged wheels. The thinner spline drive socket is nice because it won't come close to touching the wheel so you won't get any scratches from it. Plus the cone rotates.