I've read most of this tread and I only have three comments:

1. I also use anti-seize compound on wheel lugs and have never had any problems doing that.

2. I also buy tires from auto wrecking yards. A good set of tires should last a good 10 years or more, and often that car with the new tires gets into an accident after only one or two years with those new tires. It's the auto wrecking yard that inherits those tires when they bring the smashed up car in, and generally the tires are an excellent buy.

3. In regard to the OP's problem with the overtightened lug nut, I'm surprised that no one has mentioned Torque Sticks so far in this thread.

Torque Sticks, Torque Sockets and Other Discount Tools

Torque Sticks are 1/2 inch drive extension bars that are machined to precise diameters so that they act very much like a torsion bar spring. You simply put the Torque Stick in between your impact wrench and the socket you use to drive the lug nut, and it tightens the lug nut to a predetermined torque depending on the Torque Stick you're using. That is, you simply put the Torque Stick on the impact wrench, and then the impact socket on the Torque Stick and tighten the lug nuts. The Torque Stick will tighten the lug nuts up to a predetermined torque, after which the twisting of the Torque Stick will absorb the impacts of the impact wrench, and the lug nut won't be tightened any further. The OP needs to go back to the place that overtightened his lug nuts and explain to them how their using Torque Sticks is good business practice because it will keep customers from throwing Molotov cocktails through their business' front window.

Here in Winnipeg, it's rare to see a garage that DOESN'T use Torque Sticks when replacing the wheels on a car.