I've bought a few sets of lug nuts in my lifetime....
MX5 -> RAYS Dura Nuts in anodised blue on my gunmetal grey Buddyclub P1 Rims. Never go an anodised colour again as they fade in the sun...
Dualis -> Had the D1 Spec ones in anaodised gunmetal (they were originally on my V35). These are quite well made but don't have a lock nut in the set. So I ended up buying another set of RAYS Dura Nuts in black for quite cheap. Don't know if they are fakes, but comparing to my MX5 ones, they seem real enough with all the stamping, threading, etc of a high quality standard.
However, the best set of lug nuts that I have bought yet to date would be the PROJECT KICS R40 NEO Chrono ones. They are a 2 piece construction where a 'washer' is embedded into the lug. This means that when you tighten the lug, the lug wont grind into the rims and vice versa. And they look super-sexy in my opinion. If you have a bit more money, give the PROJECT KICS R40s a go and you won't go back...They are currently on my WRX.