For years now I have been greasing the threads when replacing a wheel. Am I doing the right thing ? Haven't lost a wheel yet, but am beginning to have doubts.
It won't do any harm. You can use a tiny bit of copper grease on the threads to stop them seizing (although I've only come across a few seized nuts only once). Incidently, as long as the wheel nuts are correctly torqued (or 'tight') then they won't come off. The angled bit of the nut actually acts as a kind of locking device.
we've had lost wheel syndrome on trucks for a few years now, the best practice seems to be no lubricant on the threads at all, simply ensure all nuts/bolts are tightened up to the same torque and in an even pattern. the car's wheelbrace will enable you to tighten them up correctly,it's designed to give you the correct amount of leverage required. as my learned friend says, a small amount of copper grease is o.k. just as long as it's only on the threads.
Perhaps I'm confused, if you lubricate the thread doesn't it make the nut easier to be vibrated loose? 'Copperslip' used to (35 years ago) state not to be used on torqued up nuts? I've never had a wheel nut which couldn't be . loosened (altough noisily) by standing on the wheel brace.