Ah! Raised an issue that will never be resolved, there. To grease or not to grease wheel studs/nuts?
Personally never had a problem as my wheels are coming off / on on an almost weekly basis!
The trick is, as said earlier, NEVER do them up with anything but your own strength..and always pull upward to tighten. That way in the cold and rain when you have a puncture you can always get them undone.
Don't mean to get off topic, by the way. Have you tried a tyre fitters? Honestly, theyve got all the gear, its their job, after all.
Oh, or park down a dodgy street, let the local 14-year-olds loosen the wheels for you. I think most kids today are fairly proficcient in the removal of alloy wheels.