I had my wheels balanced and for the third time the lug nuts
came loose a few days later. I watched them use a torque
wrench to tighten them. I have alloy wheels. When I put the
nuts on I stand on the lug wrench and bounce a little. They
don't come loose when I do that.

Anyway, I was wondering if I should grease the threads. I don't
grease them now. The theory being that the increased friction
would keep them from loosening. An opposing theory is
that with greased threads the same torque would put a higher
tension on the stud. This would reduce any slight movement
thereby reducing the likelihood of the nuts coming loose.

So which is better; grease or no grease?

Pete.