Sorry, can't say anything about McGard nuts, but when I got my new wheels from Discount tires, I got new lugnuts that are keyed to a special socket. It has grooves in pattern around the nut instead of the usual hex nut. I don't remeber the name for them though. I don't know how special my pattern is and maybe I'm foolish to trust that these are unique, but at least I have not worried about losing the wheels since getting them. Just keep the wrench and instructions for replacement somewhere you can find them.
2004 QuickSilver GTO