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Grease is your best friend, and I use PLENTY of it. That and of course Anti seize. Think about it what would you do if you were on the highway and you had to change a flat. I remove my lugs when its time for a rotate and my tires just fall off. I hate fighting with rims.
I picked up some of this today. Looks like it has both grease AND anti seize plus goes great on a Ritz cracker.