if you've a crappy 3 pin lock nut then i'd say change them... !
but if you've a spline type, then i'd say just torque them up to the manufacturers settings..
thats what i do with my Audi, it's 110 Nm...
I used to have the 3 pin type on me escort. Thanks to air guns on 2 of them the holes stretched and the key would no longer fit, resulting in me having to drill them both out damaging the alloys and the hubs!
I now have some mcgard lockers and do them up just under the recommended torque settings, not taking any chances!
i've just realised my lock nuts are Mcgard too !!!!
Well, what do you know.....