It's worth rereading James.h's. contribution! He has touched on the essence of using the proper torque. Throw in alloy wheels to the mix and just "crankin'em down" just doesn't cover all the bases.
Avoiding a lost wheel is just part of the equation. You wouldn't think of throwing the torque to a head bolt without following a sequence and insuring that everything was by the book. I personally think that the same care should be exercised on properly installing a wheel. Doing it correctly the first time is going to pay off in the long run. "Drive on"
Dave